-5.0%
IBM vs ACHR
-35.1%
+30.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.7% | +9.0% | +3.8% |
| 7D | +3.6% | -2.7% | +6.2% | +3.7% |
| 30D | +1.5% | -12.1% | +13.7% | +2.4% |
| 3M | -12.9% | +3.4% | -16.3% | -13.1% |
| 6M | -3.9% | -15.6% | +11.7% | -2.3% |
| YTD | -17.3% | -26.9% | +9.5% | -15.3% |
| 1Y | -5.0% | -34.8% | +29.8% | +1.5% |
| All | -5.0% | -35.1% | +30.2% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling