+57.3%
SPOT vs ACHR
-42.6%
+99.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.9% |
| 7D | -2.9% | +4.9% | -7.7% | -3.6% |
| 30D | +8.3% | +4.3% | +4.0% | +7.1% |
| 3M | +5.1% | +1.7% | +3.3% | +3.3% |
| 6M | -6.5% | -6.9% | +0.4% | -7.2% |
| YTD | -9.0% | -22.5% | +13.5% | -7.7% |
| 1Y | -26.4% | -31.5% | +5.1% | -25.3% |
| 3Y | +240.0% | -14.4% | +254.4% | +196.4% |
| 5Y | +111.7% | -41.6% | +153.4% | +54.3% |
| All | +57.3% | -42.6% | +99.8% | +17.3% |
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