+202.5%
TER vs ACHR
-43.7%
+246.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -8.3% | +9.8% | -18.1% | -10.7% |
| 3M | -12.2% | -10.5% | -1.7% | -11.3% |
| 6M | +17.1% | -15.5% | +32.6% | +19.5% |
| YTD | +84.7% | -24.1% | +108.7% | +91.4% |
| 1Y | +199.9% | -32.4% | +232.4% | +213.9% |
| 3Y | +232.8% | -11.6% | +244.4% | +202.4% |
| 5Y | +198.6% | -42.9% | +241.5% | +149.0% |
| All | +202.5% | -43.7% | +246.2% | +150.9% |
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 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