-36.6%
TLT vs ACHR
-43.7%
+7.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -0.6% | +9.8% | -10.4% | -0.8% |
| 3M | -2.7% | -10.5% | +7.8% | -2.7% |
| 6M | -5.6% | -15.5% | +9.9% | -5.6% |
| YTD | -2.8% | -24.1% | +21.3% | -2.6% |
| 1Y | -1.4% | -32.4% | +31.0% | -1.3% |
| 3Y | -1.6% | -11.6% | +10.0% | -3.6% |
| 5Y | -33.8% | -42.9% | +9.1% | -36.1% |
| All | -36.6% | -43.7% | +7.1% | -38.2% |
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