+75.0%
USB vs ACHR
-59.4%
+134.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +2.4% | -5.1% | +7.5% | +2.8% |
| 30D | +6.6% | -12.7% | +19.3% | +7.6% |
| 3M | -4.1% | -22.4% | +18.3% | -2.5% |
| 6M | +12.5% | -28.6% | +41.1% | +14.3% |
| YTD | +17.6% | -45.2% | +62.8% | +21.8% |
| 1Y | +36.5% | -56.9% | +93.4% | +43.8% |
| 3Y | +95.4% | -24.7% | +120.1% | +86.0% |
| 5Y | +26.1% | -36.8% | +62.9% | +12.9% |
| All | +75.0% | -59.4% | +134.4% | +48.1% |
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