+61.2%
NXPI vs ACHR
-43.7%
+105.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.4% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | -1.4% | +9.8% | -11.2% | -3.4% |
| 3M | -29.1% | -10.5% | -18.5% | -28.5% |
| 6M | +6.2% | -15.5% | +21.7% | +7.4% |
| YTD | +5.9% | -24.1% | +29.9% | +8.3% |
| 1Y | +2.9% | -32.4% | +35.3% | +6.0% |
| 3Y | +14.5% | -11.6% | +26.1% | +3.4% |
| 5Y | +17.1% | -42.9% | +60.0% | -3.6% |
| All | +61.2% | -43.7% | +105.0% | +21.9% |
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