+361.5%
LLY vs ACHR
-41.7%
+403.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -3.1% | +4.9% | -8.0% | -3.2% |
| 30D | -5.1% | +4.3% | -9.4% | -5.2% |
| 3M | -2.1% | +1.7% | -3.8% | -2.3% |
| 6M | +13.8% | -6.9% | +20.7% | +13.8% |
| YTD | +5.1% | -22.5% | +27.6% | +5.4% |
| 1Y | +53.1% | -31.5% | +84.6% | +53.7% |
| 3Y | +95.6% | -14.4% | +110.0% | +92.2% |
| 5Y | +361.5% | -41.6% | +403.1% | +346.5% |
| All | +361.5% | -41.7% | +403.2% | +346.5% |
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