+77.7%
TSLA vs ACHR
-13.2%
+90.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -10.9% | +12.6% | +4.5% |
| 7D | +15.6% | +11.9% | +3.8% | +11.8% |
| 30D | +5.9% | -2.5% | +8.4% | +6.0% |
| 3M | +21.4% | -31.2% | +52.5% | +32.3% |
| 6M | -8.3% | -32.2% | +23.9% | -1.2% |
| YTD | -11.6% | -42.4% | +30.8% | -2.1% |
| 1Y | -7.7% | -49.9% | +42.2% | +5.4% |
| All | +77.7% | -13.2% | +90.9% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling