+135.3%
JPM vs ACHR
-29.8%
+165.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +1.5% |
| 7D | +3.5% | -9.2% | +12.7% | +4.1% |
| 30D | +3.3% | -1.0% | +4.2% | +3.1% |
| 3M | -4.2% | -42.2% | +38.0% | -0.6% |
| 6M | +16.4% | -38.2% | +54.6% | +19.3% |
| YTD | +9.5% | -46.4% | +55.9% | +13.0% |
| 1Y | +14.0% | -49.4% | +63.4% | +17.9% |
| 3Y | +153.1% | -22.5% | +175.6% | +143.5% |
| All | +135.3% | -29.8% | +165.1% | +107.1% |
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 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