+52.8%
TSLA vs ACHR
-43.7%
+96.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | +10.1% | +9.8% | +0.3% | +7.1% |
| 3M | -15.4% | -10.5% | -4.9% | -14.4% |
| 6M | -12.8% | -15.5% | +2.8% | -10.9% |
| YTD | -21.3% | -24.1% | +2.8% | -18.2% |
| 1Y | +4.6% | -32.4% | +37.0% | +10.0% |
| 3Y | +44.5% | -11.6% | +56.1% | +26.7% |
| 5Y | +44.8% | -42.9% | +87.7% | +8.6% |
| All | +52.8% | -43.7% | +96.6% | +20.2% |
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