+216.4%
SHEL vs ACHR
-42.6%
+259.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.4% | +2.5% |
| 7D | +1.9% | +4.9% | -2.9% | +1.8% |
| 30D | +8.7% | +4.3% | +4.4% | +8.4% |
| 3M | +11.0% | +1.7% | +9.2% | +10.6% |
| 6M | +14.6% | -6.9% | +21.4% | +14.4% |
| YTD | +33.3% | -22.5% | +55.8% | +33.7% |
| 1Y | +37.9% | -31.5% | +69.4% | +38.5% |
| 3Y | +69.7% | -14.4% | +84.1% | +65.8% |
| 5Y | +190.2% | -41.6% | +231.8% | +166.4% |
| All | +216.4% | -42.6% | +259.0% | +175.1% |
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