+227.6%
QLD vs ACHR
-43.7%
+271.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -0.1% | +9.8% | -9.9% | -2.9% |
| 3M | -8.4% | -10.5% | +2.1% | -7.3% |
| 6M | +32.2% | -15.5% | +47.7% | +35.1% |
| YTD | +28.9% | -24.1% | +53.0% | +33.7% |
| 1Y | +43.8% | -32.4% | +76.3% | +50.5% |
| 3Y | +176.6% | -11.6% | +188.2% | +141.9% |
| 5Y | +121.6% | -42.9% | +164.5% | +70.4% |
| All | +227.6% | -43.7% | +271.4% | +143.2% |
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