+46.5%
T vs ACHR
-60.3%
+106.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | 0.0% |
| 7D | +2.5% | -9.2% | +11.8% | +2.6% |
| 30D | -3.8% | -1.0% | -2.8% | -3.8% |
| 3M | -8.7% | -42.2% | +33.4% | -8.4% |
| 6M | -8.1% | -38.2% | +30.1% | -7.8% |
| YTD | -6.4% | -46.4% | +40.0% | -6.0% |
| 1Y | -9.8% | -49.4% | +39.6% | -9.3% |
| 3Y | +65.5% | -22.5% | +88.0% | +61.5% |
| 5Y | +57.0% | -29.8% | +86.7% | +47.5% |
| All | +46.5% | -60.3% | +106.8% | +40.8% |
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