+57.8%
EWZ vs ACHR
-31.8%
+89.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.7% | -14.0% | -0.3% |
| 7D | -1.5% | +5.7% | -7.2% | -1.9% |
| 30D | -24.5% | -4.9% | -19.6% | -24.4% |
| 3M | -10.7% | -15.1% | +4.4% | -10.1% |
| 6M | -19.1% | -30.7% | +11.6% | -17.8% |
| YTD | +1.6% | -41.0% | +42.6% | +4.0% |
| 1Y | +4.3% | -50.0% | +54.3% | +7.8% |
| 3Y | +19.0% | -17.0% | +36.0% | +13.8% |
| All | +57.8% | -31.8% | +89.6% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling