+35.5%
TMUS vs ACHR
-60.3%
+95.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | -0.5% |
| 7D | +4.9% | -9.2% | +14.1% | +5.0% |
| 30D | +7.7% | -1.0% | +8.7% | +7.7% |
| 3M | -6.8% | -42.2% | +35.4% | -6.1% |
| 6M | -9.7% | -38.2% | +28.5% | -9.2% |
| YTD | -15.0% | -46.4% | +31.5% | -14.4% |
| 1Y | -19.1% | -49.4% | +30.2% | -18.5% |
| 3Y | +21.4% | -22.5% | +43.9% | +17.7% |
| 5Y | +51.2% | -29.8% | +81.0% | +42.5% |
| All | +35.5% | -60.3% | +95.8% | +30.7% |
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