+178.7%
PM vs ACHR
-43.7%
+222.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -4.9% | -0.7% | -4.2% | -4.9% |
| 30D | -3.4% | +9.8% | -13.2% | -3.6% |
| 3M | +5.2% | -10.5% | +15.7% | +5.3% |
| 6M | +3.7% | -15.5% | +19.2% | +3.9% |
| YTD | +15.8% | -24.1% | +39.8% | +16.1% |
| 1Y | +17.4% | -32.4% | +49.8% | +17.6% |
| 3Y | +116.9% | -11.6% | +128.5% | +111.9% |
| 5Y | +117.3% | -42.9% | +160.2% | +113.4% |
| All | +178.7% | -43.7% | +222.4% | +167.6% |
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