-45.7%
TOST vs ACHR
-36.6%
-9.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -2.4% | +9.8% | -12.3% | -5.4% |
| 3M | +34.6% | -10.5% | +45.1% | +35.2% |
| 6M | +15.2% | -15.5% | +30.7% | +16.4% |
| YTD | -4.4% | -24.1% | +19.7% | -1.7% |
| 1Y | -17.4% | -32.4% | +15.0% | -14.6% |
| 3Y | +54.5% | -11.6% | +66.1% | +25.2% |
| All | -45.7% | -36.6% | -9.1% | -75.5% |
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