+113.3%
F vs ACHR
-42.6%
+155.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.5% |
| 7D | +1.2% | +4.9% | -3.7% | +0.5% |
| 30D | +1.2% | +4.3% | -3.1% | +0.4% |
| 3M | -5.7% | +1.7% | -7.4% | -6.9% |
| 6M | +17.9% | -6.9% | +24.8% | +17.5% |
| YTD | +10.4% | -22.5% | +32.9% | +12.1% |
| 1Y | +25.3% | -31.5% | +56.8% | +28.0% |
| 3Y | +37.5% | -14.4% | +51.8% | +24.3% |
| 5Y | +46.5% | -41.6% | +88.2% | +19.9% |
| All | +113.3% | -42.6% | +155.9% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling