-15.8%
F vs ACHR
-31.8%
+16.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.7% | -15.4% | -2.7% |
| 7D | +1.6% | +5.7% | -4.2% | +0.6% |
| 30D | +2.6% | -4.9% | +7.6% | +3.0% |
| 3M | -8.8% | -15.1% | +6.3% | -7.5% |
| 6M | +4.6% | -30.7% | +35.4% | +8.2% |
| YTD | -1.9% | -41.0% | +39.1% | +2.9% |
| 1Y | -0.8% | -50.0% | +49.2% | +5.9% |
| 3Y | +43.5% | -17.0% | +60.5% | +29.7% |
| All | -15.8% | -31.8% | +16.0% | -30.8% |
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 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