+16.1%
JPM vs ACHR
-58.8%
+74.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +3.8% | -5.1% | +8.8% | +4.1% |
| 30D | +6.5% | -12.7% | +19.2% | +7.4% |
| 3M | -1.0% | -22.4% | +21.4% | +0.2% |
| 6M | +15.5% | -28.6% | +44.1% | +16.8% |
| YTD | +11.4% | -45.2% | +56.6% | +15.5% |
| 1Y | +16.1% | -56.9% | +73.0% | +23.1% |
| All | +16.1% | -58.8% | +74.9% | +23.1% |
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