+250.5%
NEM vs ACHR
-19.2%
+269.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.4% | +1.2% |
| 7D | -6.4% | -9.2% | +2.8% | -5.5% |
| 30D | +1.4% | -1.0% | +2.4% | +1.3% |
| 3M | -0.7% | -42.2% | +41.5% | +4.8% |
| 6M | -4.5% | -38.2% | +33.7% | -0.7% |
| YTD | +14.0% | -46.4% | +60.5% | +19.5% |
| 1Y | +27.3% | -49.4% | +76.7% | +33.7% |
| 3Y | +250.5% | -22.5% | +273.0% | +247.5% |
| All | +250.5% | -19.2% | +269.7% | +247.5% |
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