+56.4%
SPOT vs ACHR
-45.0%
+101.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.4% |
| 7D | -3.1% | -2.3% | -0.8% | -2.8% |
| 30D | +7.4% | -11.3% | +18.7% | +9.2% |
| 3M | +8.2% | +5.3% | +2.9% | +5.9% |
| 6M | +2.2% | -13.2% | +15.4% | +2.6% |
| YTD | -9.5% | -25.8% | +16.3% | -7.6% |
| 1Y | -23.8% | -34.3% | +10.4% | -22.2% |
| 3Y | +233.5% | -19.9% | +253.4% | +194.2% |
| 5Y | +112.2% | -42.7% | +154.9% | +54.6% |
| All | +56.4% | -45.0% | +101.5% | +17.4% |
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