+159.6%
EWY vs ACHR
-42.6%
+202.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.6% | +0.3% |
| 7D | +8.0% | +4.9% | +3.2% | +7.4% |
| 30D | +14.3% | +4.3% | +10.0% | +13.3% |
| 3M | +2.3% | +1.7% | +0.6% | +1.4% |
| 6M | +49.9% | -6.9% | +56.7% | +50.3% |
| YTD | +95.3% | -22.5% | +117.8% | +99.1% |
| 1Y | +161.7% | -31.5% | +193.2% | +167.7% |
| 3Y | +230.2% | -14.4% | +244.6% | +213.0% |
| 5Y | +148.1% | -41.6% | +189.8% | +122.6% |
| All | +159.6% | -42.6% | +202.2% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling