+132.2%
LLY vs ACHR
-19.6%
+151.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.7% | -15.5% | -1.1% |
| 7D | -4.5% | +5.7% | -10.2% | -4.6% |
| 30D | +13.9% | -4.9% | +18.8% | +14.0% |
| 3M | +13.8% | -15.1% | +28.9% | +14.1% |
| 6M | +37.6% | -30.7% | +68.3% | +38.7% |
| YTD | +26.6% | -41.0% | +67.6% | +27.8% |
| 1Y | +45.3% | -50.0% | +95.3% | +47.3% |
| 3Y | +132.2% | -17.0% | +149.2% | +130.2% |
| All | +132.2% | -19.6% | +151.8% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling