-38.0%
TLT vs ACHR
-57.3%
+19.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.9% | +9.4% | -1.3% |
| 7D | -2.7% | +11.9% | -14.6% | -2.9% |
| 30D | +2.2% | -2.5% | +4.6% | +2.1% |
| 3M | -1.7% | -31.2% | +29.4% | -1.2% |
| 6M | -4.0% | -32.2% | +28.3% | -3.5% |
| YTD | -4.9% | -42.4% | +37.5% | -4.4% |
| 1Y | -7.4% | -49.9% | +42.6% | -6.7% |
| 3Y | +3.0% | -12.9% | +15.9% | +1.1% |
| 5Y | -35.1% | -24.6% | -10.5% | -37.6% |
| All | -38.0% | -57.3% | +19.3% | -39.4% |
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