+157.0%
IBM vs ACHR
-57.3%
+214.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.9% | +9.5% | -0.9% |
| 7D | -0.3% | +11.9% | -12.2% | -0.9% |
| 30D | +6.8% | -2.5% | +9.2% | +6.7% |
| 3M | +4.4% | -31.2% | +35.6% | +6.0% |
| 6M | +13.2% | -32.2% | +45.4% | +14.7% |
| YTD | -15.1% | -42.4% | +27.3% | -13.6% |
| 1Y | -20.2% | -49.9% | +29.8% | -18.3% |
| 3Y | +79.3% | -12.9% | +92.2% | +76.1% |
| 5Y | +147.5% | -24.6% | +172.0% | +135.2% |
| All | +157.0% | -57.3% | +214.3% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling