+171.0%
MAR vs ACHR
-45.0%
+216.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | -0.5% | -2.3% | +1.7% | -0.4% |
| 30D | -5.4% | -11.3% | +5.9% | -4.6% |
| 3M | -15.5% | +5.3% | -20.8% | -16.6% |
| 6M | +3.0% | -13.2% | +16.2% | +3.0% |
| YTD | +8.5% | -25.8% | +34.3% | +9.7% |
| 1Y | +26.0% | -34.3% | +60.2% | +27.5% |
| 3Y | +68.6% | -19.9% | +88.5% | +58.6% |
| 5Y | +157.4% | -42.7% | +200.0% | +116.0% |
| All | +171.0% | -45.0% | +216.0% | +117.3% |
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