+256.3%
MS vs ACHR
-52.1%
+308.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.3% |
| 7D | -1.7% | +18.0% | -19.7% | -3.6% |
| 30D | +0.9% | +3.6% | -2.7% | +0.3% |
| 3M | -10.8% | -28.4% | +17.6% | -8.0% |
| 6M | +0.9% | -25.7% | +26.6% | +2.8% |
| YTD | +9.8% | -35.4% | +45.2% | +12.9% |
| 1Y | +17.1% | -45.6% | +62.7% | +22.3% |
| 3Y | +175.7% | -2.2% | +177.9% | +158.4% |
| 5Y | +125.9% | -20.3% | +146.2% | +95.2% |
| All | +256.3% | -52.1% | +308.4% | +193.6% |
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 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