+37.3%
TMUS vs ACHR
-52.1%
+89.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.8% |
| 7D | +8.2% | +18.0% | -9.8% | +7.9% |
| 30D | +13.4% | +3.6% | +9.7% | +13.3% |
| 3M | -3.0% | -28.4% | +25.4% | -2.6% |
| 6M | -8.8% | -25.7% | +16.9% | -8.5% |
| YTD | -13.8% | -35.4% | +21.5% | -13.4% |
| 1Y | -17.1% | -45.6% | +28.6% | -16.4% |
| 3Y | +22.7% | -2.2% | +24.9% | +18.4% |
| 5Y | +52.8% | -20.3% | +73.2% | +44.2% |
| All | +37.3% | -52.1% | +89.4% | +32.1% |
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