+48.0%
TMUS vs ACHR
-21.9%
+70.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.2% | +4.1% |
| 7D | +5.3% | +15.3% | -10.0% | +5.2% |
| 30D | +13.5% | -3.0% | +16.6% | +13.6% |
| 3M | -4.2% | -14.0% | +9.7% | -4.1% |
| 6M | -11.9% | -25.8% | +13.9% | -11.7% |
| YTD | -15.6% | -36.0% | +20.5% | -15.2% |
| 1Y | -16.8% | -41.2% | +24.4% | -16.3% |
| 3Y | +20.8% | -8.6% | +29.4% | +17.3% |
| 5Y | +48.0% | -20.6% | +68.7% | +39.9% |
| All | +48.0% | -21.9% | +70.0% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling