-1.1%
TLT vs ACHR
-8.8%
+7.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | +0.4% | +4.9% | -4.5% | +0.3% |
| 30D | -0.3% | +4.3% | -4.6% | -0.4% |
| 3M | -1.7% | +1.7% | -3.5% | -1.9% |
| 6M | -4.9% | -6.9% | +2.0% | -5.0% |
| YTD | -2.8% | -22.5% | +19.7% | -2.6% |
| 1Y | -4.2% | -31.5% | +27.3% | -4.1% |
| 3Y | -1.1% | -14.4% | +13.3% | -5.4% |
| All | -1.1% | -8.8% | +7.7% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling