-37.7%
TLT vs ACHR
-46.3%
+8.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -1.6% | -5.4% | +3.8% | -1.5% |
| 30D | -1.3% | -19.7% | +18.4% | -1.0% |
| 3M | -3.7% | +7.9% | -11.6% | -4.0% |
| 6M | -6.4% | -13.8% | +7.4% | -6.3% |
| YTD | -4.5% | -27.5% | +23.1% | -4.2% |
| 1Y | -5.9% | -33.9% | +28.1% | -5.7% |
| 3Y | -2.8% | -20.0% | +17.2% | -4.7% |
| 5Y | -35.1% | -44.0% | +8.9% | -37.3% |
| All | -37.7% | -46.3% | +8.6% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling