+50.6%
EWZ vs ACHR
-43.7%
+94.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +6.5% | -0.7% | +7.2% | +6.5% |
| 30D | +4.8% | +9.8% | -5.0% | +3.9% |
| 3M | +9.9% | -10.5% | +20.4% | +10.0% |
| 6M | +1.9% | -15.5% | +17.5% | +2.3% |
| YTD | +20.3% | -24.1% | +44.4% | +21.3% |
| 1Y | +35.6% | -32.4% | +68.0% | +37.1% |
| 3Y | +43.4% | -11.6% | +55.0% | +36.6% |
| 5Y | +55.9% | -42.9% | +98.8% | +46.3% |
| All | +50.6% | -43.7% | +94.3% | +39.7% |
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