+102.8%
NOK vs ACHR
-44.8%
+147.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +8.7% | -5.4% | +14.1% | +9.2% |
| 30D | +12.5% | -19.7% | +32.2% | +14.6% |
| 3M | -20.7% | +7.9% | -28.7% | -21.8% |
| 6M | +36.2% | -13.8% | +49.9% | +36.9% |
| YTD | +64.1% | -27.5% | +91.7% | +66.8% |
| 1Y | +132.4% | -33.9% | +166.3% | +135.8% |
| 3Y | +182.9% | -20.0% | +202.8% | +165.9% |
| 5Y | +102.8% | -44.0% | +146.8% | +80.5% |
| All | +102.8% | -44.8% | +147.6% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling