+202.4%
PM vs ACHR
-52.1%
+254.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +1.0% |
| 7D | -7.1% | +18.0% | -25.0% | -7.3% |
| 30D | -2.8% | +3.6% | -6.4% | -2.9% |
| 3M | +6.3% | -28.4% | +34.8% | +6.8% |
| 6M | +9.6% | -25.7% | +35.3% | +10.0% |
| YTD | +25.6% | -35.4% | +61.0% | +26.2% |
| 1Y | +29.7% | -45.6% | +75.3% | +30.6% |
| 3Y | +147.6% | -2.2% | +149.8% | +141.5% |
| 5Y | +160.1% | -20.3% | +180.4% | +152.7% |
| All | +202.4% | -52.1% | +254.5% | +190.9% |
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 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