+34.4%
TSLA vs ACHR
-20.7%
+55.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | +1.4% |
| 7D | +3.0% | -2.7% | +5.7% | +3.7% |
| 30D | +11.2% | -12.1% | +23.3% | +14.6% |
| 3M | -7.3% | +3.4% | -10.7% | -9.5% |
| 6M | -7.7% | -15.6% | +7.9% | -5.6% |
| YTD | -18.2% | -26.9% | +8.6% | -14.1% |
| 1Y | +6.0% | -34.8% | +40.8% | +12.6% |
| All | +34.4% | -20.7% | +55.2% | +33.1% |
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 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