+8.1%
EWZ vs ACHR
-58.8%
+66.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -4.1% | -5.1% | +1.0% | -3.6% |
| 30D | -25.0% | -12.7% | -12.3% | -24.0% |
| 3M | -10.6% | -22.4% | +11.8% | -9.1% |
| 6M | -16.6% | -28.6% | +12.0% | -14.8% |
| YTD | +2.5% | -45.2% | +47.7% | +8.4% |
| 1Y | +8.1% | -56.9% | +65.0% | +18.1% |
| All | +8.1% | -58.8% | +66.9% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling