+37.0%
LOW vs ACHR
-42.6%
+79.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | +0.4% | +4.9% | -4.5% | +0.1% |
| 30D | -10.1% | +4.3% | -14.4% | -10.5% |
| 3M | -2.9% | +1.7% | -4.6% | -3.5% |
| 6M | -19.4% | -6.9% | -12.5% | -19.7% |
| YTD | -15.4% | -22.5% | +7.0% | -14.9% |
| 1Y | -24.9% | -31.5% | +6.6% | -24.5% |
| 3Y | -7.8% | -14.4% | +6.6% | -13.6% |
| 5Y | +8.4% | -41.6% | +50.0% | -2.6% |
| All | +37.0% | -42.6% | +79.6% | +24.6% |
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