+48.9%
MSFT vs ACHR
-20.7%
+69.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | 0.0% |
| 7D | -1.0% | -2.7% | +1.6% | -0.8% |
| 30D | -2.7% | -12.1% | +9.5% | -1.8% |
| 3M | +22.1% | +3.4% | +18.7% | +21.1% |
| 6M | +20.6% | -15.6% | +36.2% | +21.0% |
| YTD | +2.3% | -26.9% | +29.2% | +3.3% |
| 1Y | -0.5% | -34.8% | +34.2% | +0.7% |
| All | +48.9% | -20.7% | +69.6% | +54.3% |
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