+47.6%
MSFT vs ACHR
-7.8%
+55.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | +2.3% | +14.0% | -11.7% | +1.1% |
| 30D | -0.4% | -5.0% | +4.7% | -0.1% |
| 3M | +5.6% | -24.8% | +30.3% | +7.6% |
| 6M | +29.0% | -27.3% | +56.3% | +30.9% |
| YTD | +10.9% | -37.4% | +48.3% | +13.2% |
| 1Y | +6.2% | -44.3% | +50.5% | +9.0% |
| 3Y | +47.6% | -5.2% | +52.8% | +44.4% |
| All | +47.6% | -7.8% | +55.4% | +44.4% |
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 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