+242.8%
JPM vs ACHR
-42.6%
+285.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -0.4% | +4.9% | -5.3% | -0.8% |
| 30D | -1.1% | +4.3% | -5.4% | -1.6% |
| 3M | +14.1% | +1.7% | +12.4% | +13.3% |
| 6M | +23.3% | -6.9% | +30.2% | +22.7% |
| YTD | +11.3% | -22.5% | +33.7% | +12.0% |
| 1Y | +23.0% | -31.5% | +54.5% | +24.2% |
| 3Y | +162.6% | -14.4% | +176.9% | +151.4% |
| 5Y | +152.8% | -41.6% | +194.4% | +125.0% |
| All | +242.8% | -42.6% | +285.4% | +191.1% |
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 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