+74.8%
USB vs ACHR
-60.3%
+135.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.8% | +1.4% |
| 7D | +2.6% | -9.2% | +11.8% | +3.3% |
| 30D | +8.4% | -1.0% | +9.4% | +8.2% |
| 3M | -5.5% | -42.2% | +36.6% | -1.6% |
| 6M | +17.7% | -38.2% | +55.9% | +20.9% |
| YTD | +17.6% | -46.4% | +64.0% | +21.7% |
| 1Y | +33.9% | -49.4% | +83.2% | +39.0% |
| 3Y | +103.8% | -22.5% | +126.3% | +93.3% |
| 5Y | +25.6% | -29.8% | +55.4% | +11.9% |
| All | +74.8% | -60.3% | +135.1% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling