+34.3%
LOW vs ACHR
-45.0%
+79.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | 0.0% |
| 7D | -3.7% | -2.3% | -1.5% | -3.6% |
| 30D | -8.9% | -11.3% | +2.4% | -8.2% |
| 3M | -10.4% | +5.3% | -15.7% | -11.2% |
| 6M | -19.4% | -13.2% | -6.2% | -19.3% |
| YTD | -17.1% | -25.8% | +8.7% | -16.4% |
| 1Y | -26.3% | -34.3% | +8.0% | -25.6% |
| 3Y | -9.9% | -19.9% | +10.1% | -15.2% |
| 5Y | +6.1% | -42.7% | +48.8% | -4.6% |
| All | +34.3% | -45.0% | +79.3% | +22.5% |
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 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