+72.4%
MA vs ACHR
-45.8%
+118.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | -0.2% |
| 7D | -3.5% | -2.7% | -0.9% | -3.4% |
| 30D | +0.8% | -12.1% | +12.9% | +1.4% |
| 3M | +14.8% | +3.4% | +11.4% | +13.9% |
| 6M | +10.0% | -15.6% | +25.6% | +10.2% |
| YTD | -0.1% | -26.9% | +26.8% | +0.8% |
| 1Y | -2.2% | -34.8% | +32.5% | -1.3% |
| 3Y | +39.3% | -19.2% | +58.5% | +32.2% |
| 5Y | +66.3% | -43.8% | +110.1% | +48.7% |
| All | +72.4% | -45.8% | +118.2% | +45.0% |
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 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