+68.4%
TSLA vs ACHR
-60.3%
+128.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.1% | -0.1% |
| 7D | +8.9% | -9.2% | +18.2% | +11.3% |
| 30D | +6.3% | -1.0% | +7.3% | +6.0% |
| 3M | +14.8% | -42.2% | +57.0% | +30.4% |
| 6M | -12.4% | -38.2% | +25.8% | -3.8% |
| YTD | -13.2% | -46.4% | +33.2% | -2.5% |
| 1Y | -2.9% | -49.4% | +46.4% | +10.0% |
| 3Y | +74.4% | -22.5% | +96.9% | +57.9% |
| 5Y | +13.3% | -29.8% | +43.1% | -15.7% |
| All | +68.4% | -60.3% | +128.7% | +43.3% |
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