+160.4%
MS vs ACHR
-19.6%
+180.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.7% | -15.3% | -2.4% |
| 7D | -1.6% | +5.7% | -7.3% | -2.4% |
| 30D | -3.8% | -4.9% | +1.1% | -3.4% |
| 3M | -14.6% | -15.1% | +0.5% | -13.5% |
| 6M | -5.1% | -30.7% | +25.7% | -2.1% |
| YTD | +4.5% | -41.0% | +45.5% | +9.3% |
| 1Y | +13.5% | -50.0% | +63.5% | +20.7% |
| 3Y | +160.4% | -17.0% | +177.4% | +157.6% |
| All | +160.4% | -19.6% | +180.0% | +157.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling