+71.3%
USB vs ACHR
-61.9%
+133.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.6% |
| 7D | -1.5% | -11.6% | +10.2% | -0.5% |
| 30D | +4.3% | -16.8% | +21.1% | +5.7% |
| 3M | -6.1% | -25.6% | +19.5% | -4.2% |
| 6M | +9.4% | -33.7% | +43.1% | +11.8% |
| YTD | +15.2% | -48.5% | +63.7% | +19.8% |
| 1Y | +32.8% | -59.6% | +92.3% | +40.6% |
| 3Y | +91.3% | -29.3% | +120.5% | +83.0% |
| 5Y | +22.7% | -38.5% | +61.1% | +10.2% |
| All | +71.3% | -61.9% | +133.2% | +45.7% |
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