+21.9%
SYK vs ACHR
-45.0%
+66.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.3% | +1.9% |
| 7D | -9.1% | -2.3% | -6.8% | -9.0% |
| 30D | -20.6% | -11.3% | -9.3% | -20.2% |
| 3M | -9.6% | +5.3% | -14.9% | -10.2% |
| 6M | -19.9% | -13.2% | -6.7% | -19.8% |
| YTD | -21.2% | -25.8% | +4.6% | -20.6% |
| 1Y | -28.4% | -34.3% | +5.9% | -27.9% |
| 3Y | -5.3% | -19.9% | +14.6% | -9.5% |
| 5Y | +6.0% | -42.7% | +48.6% | -4.3% |
| All | +21.9% | -45.0% | +66.9% | +8.4% |
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 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