+137.8%
MSFT vs ACHR
-45.0%
+182.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | +0.4% |
| 7D | -0.8% | -2.3% | +1.5% | -0.6% |
| 30D | +0.8% | -11.3% | +12.1% | +1.8% |
| 3M | +27.2% | +5.3% | +21.9% | +25.9% |
| 6M | +22.9% | -13.2% | +36.1% | +23.3% |
| YTD | +3.1% | -25.8% | +28.9% | +4.4% |
| 1Y | -0.3% | -34.3% | +34.0% | +1.3% |
| 3Y | +50.1% | -19.9% | +70.0% | +42.8% |
| 5Y | +74.6% | -42.7% | +117.3% | +54.1% |
| All | +137.8% | -45.0% | +182.8% | +108.2% |
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