+64.2%
T vs ACHR
-44.8%
+109.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.9% | -1.7% |
| 7D | -3.1% | -2.7% | -0.4% | -3.1% |
| 30D | +4.6% | -12.1% | +16.7% | +4.7% |
| 3M | +12.2% | +3.4% | +8.8% | +12.1% |
| 6M | -6.5% | -15.6% | +9.2% | -6.4% |
| YTD | +4.9% | -26.9% | +31.8% | +5.1% |
| 1Y | -10.5% | -34.8% | +24.3% | -10.4% |
| 3Y | +104.6% | -19.2% | +123.8% | +100.3% |
| 5Y | +64.2% | -43.8% | +108.0% | +50.9% |
| All | +64.2% | -44.8% | +109.0% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling