+6.0%
LOW vs ACHR
-44.8%
+50.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -2.6% | -5.4% | +2.8% | -2.3% |
| 30D | -11.1% | -19.7% | +8.6% | -10.0% |
| 3M | -8.5% | +7.9% | -16.4% | -9.4% |
| 6M | -20.8% | -13.8% | -7.1% | -20.7% |
| YTD | -17.2% | -27.5% | +10.3% | -16.3% |
| 1Y | -24.7% | -33.9% | +9.2% | -24.1% |
| 3Y | -9.7% | -20.0% | +10.2% | -15.0% |
| 5Y | +6.0% | -44.0% | +50.0% | -8.0% |
| All | +6.0% | -44.8% | +50.8% | -8.0% |
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