+37.7%
SHW vs ACHR
-46.3%
+84.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -4.5% | -5.4% | +0.9% | -4.2% |
| 30D | -12.7% | -19.7% | +7.0% | -11.7% |
| 3M | +4.7% | +7.9% | -3.2% | +3.8% |
| 6M | -3.4% | -13.8% | +10.3% | -3.3% |
| YTD | -1.3% | -27.5% | +26.2% | -0.4% |
| 1Y | -10.4% | -33.9% | +23.6% | -9.7% |
| 3Y | +20.1% | -20.0% | +40.1% | +15.0% |
| 5Y | +10.5% | -44.0% | +54.5% | +2.9% |
| All | +37.7% | -46.3% | +84.0% | +33.6% |
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 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