+44.9%
T vs ACHR
-53.6%
+98.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.7% |
| 7D | +2.6% | +14.0% | -11.5% | +2.5% |
| 30D | -1.1% | -5.0% | +4.0% | -1.1% |
| 3M | -7.7% | -24.8% | +17.0% | -7.5% |
| 6M | -10.6% | -27.3% | +16.7% | -10.4% |
| YTD | -7.5% | -37.4% | +29.9% | -7.2% |
| 1Y | -7.4% | -44.3% | +36.8% | -7.0% |
| 3Y | +63.1% | -5.2% | +68.3% | +58.7% |
| 5Y | +55.2% | -20.8% | +76.0% | +45.8% |
| All | +44.9% | -53.6% | +98.5% | +39.1% |
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