+245.5%
JPM vs ACHR
-45.0%
+290.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.6% |
| 7D | -0.7% | -2.3% | +1.6% | -0.5% |
| 30D | -2.5% | -11.3% | +8.8% | -1.7% |
| 3M | +14.1% | +5.3% | +8.9% | +13.0% |
| 6M | +25.1% | -13.2% | +38.3% | +25.2% |
| YTD | +12.1% | -25.8% | +37.9% | +13.2% |
| 1Y | +18.8% | -34.3% | +53.1% | +20.4% |
| 3Y | +163.4% | -19.9% | +183.4% | +153.4% |
| 5Y | +156.5% | -42.7% | +199.2% | +128.9% |
| All | +245.5% | -45.0% | +290.5% | +194.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling