+110.6%
V vs ACHR
-60.3%
+170.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.2% | +1.7% |
| 7D | +0.9% | -9.2% | +10.2% | +1.4% |
| 30D | +9.0% | -1.0% | +10.0% | +8.8% |
| 3M | +16.7% | -42.2% | +58.9% | +20.2% |
| 6M | +33.4% | -38.2% | +71.6% | +36.1% |
| YTD | +22.4% | -46.4% | +68.8% | +25.4% |
| 1Y | +27.7% | -49.4% | +77.1% | +31.2% |
| 3Y | +78.0% | -22.5% | +100.5% | +69.4% |
| 5Y | +108.5% | -29.8% | +138.3% | +86.4% |
| All | +110.6% | -60.3% | +170.9% | +84.3% |
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 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