+131.2%
MRK vs ACHR
-45.8%
+177.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.0% | -0.6% |
| 7D | -2.7% | -2.7% | -0.1% | -2.7% |
| 30D | +12.7% | -12.1% | +24.8% | +12.7% |
| 3M | +24.2% | +3.4% | +20.9% | +24.3% |
| 6M | +27.8% | -15.6% | +43.5% | +28.0% |
| YTD | +42.2% | -26.9% | +69.1% | +42.5% |
| 1Y | +80.2% | -34.8% | +115.0% | +80.6% |
| 3Y | +48.4% | -19.2% | +67.6% | +47.9% |
| 5Y | +133.6% | -43.8% | +177.3% | +129.6% |
| All | +131.2% | -45.8% | +177.0% | +129.4% |
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