+90.8%
F vs ACHR
-52.6%
+143.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | -0.4% |
| 7D | -0.6% | +15.3% | -16.0% | -2.7% |
| 30D | +2.9% | -3.0% | +5.9% | +2.9% |
| 3M | -9.5% | -14.0% | +4.5% | -8.3% |
| 6M | +4.0% | -25.8% | +29.8% | +6.5% |
| YTD | -1.3% | -36.0% | +34.8% | +2.4% |
| 1Y | -1.9% | -41.2% | +39.3% | +2.5% |
| 3Y | +53.5% | -8.6% | +62.0% | +37.3% |
| 5Y | -15.1% | -20.6% | +5.5% | -31.1% |
| All | +90.8% | -52.6% | +143.4% | +55.9% |
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