-59.2%
NKE vs ACHR
-19.6%
-39.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.3% |
| 7D | -4.2% | -2.3% | -1.9% | -4.0% |
| 30D | -8.2% | -11.3% | +3.1% | -7.4% |
| 3M | -19.1% | +5.3% | -24.4% | -19.8% |
| 6M | -32.6% | -13.2% | -19.4% | -32.4% |
| YTD | -40.7% | -25.8% | -14.9% | -40.0% |
| 1Y | -48.9% | -34.3% | -14.6% | -48.1% |
| 3Y | -59.2% | -19.9% | -39.3% | -58.8% |
| All | -59.2% | -19.6% | -39.6% | -58.8% |
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