-37.4%
TLT vs ACHR
-53.6%
+16.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.3% |
| 7D | -0.3% | +14.0% | -14.3% | -0.5% |
| 30D | +3.7% | -5.0% | +8.8% | +3.8% |
| 3M | -0.7% | -24.8% | +24.1% | -0.3% |
| 6M | -4.2% | -27.3% | +23.1% | -3.9% |
| YTD | -4.0% | -37.4% | +33.4% | -3.6% |
| 1Y | -5.8% | -44.3% | +38.4% | -5.3% |
| 3Y | +4.1% | -5.2% | +9.3% | +2.0% |
| 5Y | -34.8% | -20.8% | -14.0% | -37.4% |
| All | -37.4% | -53.6% | +16.2% | -38.8% |
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