+112.0%
IBM vs ACHR
-41.7%
+153.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.3% |
| 7D | +0.3% | +4.9% | -4.6% | +0.1% |
| 30D | -1.5% | +4.3% | -5.8% | -1.8% |
| 3M | -16.8% | +1.7% | -18.5% | -17.1% |
| 6M | -9.0% | -6.9% | -2.2% | -9.1% |
| YTD | -20.1% | -22.5% | +2.4% | -19.6% |
| 1Y | -7.0% | -31.5% | +24.5% | -6.3% |
| 3Y | +72.4% | -14.4% | +86.8% | +68.3% |
| 5Y | +112.0% | -41.6% | +153.6% | +88.3% |
| All | +112.0% | -41.7% | +153.7% | +88.3% |
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