+122.5%
ON vs ACHR
-46.3%
+168.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -4.7% | -5.4% | +0.7% | -3.7% |
| 30D | -13.5% | -19.7% | +6.2% | -9.9% |
| 3M | -36.3% | +7.9% | -44.2% | -38.2% |
| 6M | +17.8% | -13.8% | +31.5% | +19.3% |
| YTD | +29.6% | -27.5% | +57.1% | +34.9% |
| 1Y | +45.8% | -33.9% | +79.7% | +52.6% |
| 3Y | -28.3% | -20.0% | -8.4% | -35.9% |
| 5Y | +49.6% | -44.0% | +93.6% | +13.0% |
| All | +122.5% | -46.3% | +168.8% | +59.3% |
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