+143.0%
IBM vs ACHR
-21.2%
+164.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.5% |
| 7D | -2.2% | +14.0% | -16.2% | -2.9% |
| 30D | +7.7% | -5.0% | +12.7% | +7.8% |
| 3M | +3.5% | -24.8% | +28.2% | +4.8% |
| 6M | +7.2% | -27.3% | +34.5% | +8.4% |
| YTD | -15.8% | -37.4% | +21.6% | -14.5% |
| 1Y | -19.3% | -44.3% | +25.0% | -17.7% |
| 3Y | +78.0% | -5.2% | +83.2% | +73.5% |
| 5Y | +143.0% | -20.8% | +163.9% | +127.2% |
| All | +143.0% | -21.2% | +164.3% | +127.2% |
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