-68.1%
U vs ACHR
-41.5%
-26.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.0% |
| 7D | +4.5% | +4.9% | -0.4% | +2.9% |
| 30D | -0.6% | +4.3% | -4.9% | -2.7% |
| 3M | +48.4% | +1.7% | +46.7% | +44.6% |
| 6M | +115.4% | -6.9% | +122.2% | +114.0% |
| YTD | -3.2% | -22.5% | +19.3% | +1.3% |
| 1Y | -6.0% | -31.5% | +25.4% | -0.2% |
| 3Y | +13.5% | -14.4% | +27.8% | -5.1% |
| All | -68.1% | -41.5% | -26.6% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling