+209.8%
NOK vs ACHR
-45.0%
+254.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +4.6% |
| 7D | +11.0% | -2.3% | +13.2% | +11.2% |
| 30D | +7.8% | -11.3% | +19.1% | +8.9% |
| 3M | -21.0% | +5.3% | -26.3% | -21.8% |
| 6M | +40.9% | -13.2% | +54.1% | +41.5% |
| YTD | +72.0% | -25.8% | +97.8% | +74.3% |
| 1Y | +140.9% | -34.3% | +175.2% | +144.4% |
| 3Y | +194.3% | -19.9% | +214.2% | +178.0% |
| 5Y | +112.5% | -42.7% | +155.2% | +79.9% |
| All | +209.8% | -45.0% | +254.8% | +242.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling