+147.6%
NEM vs ACHR
-42.6%
+190.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | +3.9% | +4.9% | -1.0% | +3.5% |
| 30D | +12.7% | +4.3% | +8.4% | +12.2% |
| 3M | +28.7% | +1.7% | +26.9% | +27.9% |
| 6M | +9.8% | -6.9% | +16.6% | +9.6% |
| YTD | +28.1% | -22.5% | +50.6% | +29.0% |
| 1Y | +69.3% | -31.5% | +100.8% | +71.2% |
| 3Y | +247.7% | -14.4% | +262.1% | +235.6% |
| 5Y | +153.4% | -41.6% | +195.0% | +137.0% |
| All | +147.6% | -42.6% | +190.1% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling