+89.4%
RSP vs ACHR
-43.7%
+133.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | -0.3% | +9.8% | -10.1% | -1.2% |
| 3M | +4.3% | -10.5% | +14.8% | +4.4% |
| 6M | +8.8% | -15.5% | +24.4% | +9.2% |
| YTD | +15.3% | -24.1% | +39.3% | +16.3% |
| 1Y | +18.3% | -32.4% | +50.7% | +19.5% |
| 3Y | +52.8% | -11.6% | +64.4% | +44.1% |
| 5Y | +51.7% | -42.9% | +94.6% | +35.2% |
| All | +89.4% | -43.7% | +133.2% | +64.5% |
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