+142.1%
MO vs ACHR
-42.6%
+184.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.0% |
| 7D | -2.0% | +4.9% | -6.9% | -2.0% |
| 30D | -0.3% | +4.3% | -4.6% | -0.2% |
| 3M | -2.9% | +1.7% | -4.7% | -2.8% |
| 6M | +5.8% | -6.9% | +12.6% | +5.9% |
| YTD | +22.0% | -22.5% | +44.5% | +22.2% |
| 1Y | +10.7% | -31.5% | +42.2% | +10.8% |
| 3Y | +94.4% | -14.4% | +108.8% | +92.2% |
| 5Y | +97.2% | -41.6% | +138.8% | +96.3% |
| All | +142.1% | -42.6% | +184.6% | +138.5% |
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 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