+10.9%
VZ vs ACHR
-52.1%
+63.0%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.6% |
| 7D | +0.9% | +18.0% | -17.0% | +1.0% |
| 30D | +8.9% | +3.6% | +5.3% | +8.9% |
| 3M | +0.1% | -28.4% | +28.5% | +0.2% |
| 6M | +1.9% | -25.7% | +27.6% | +2.0% |
| YTD | +22.0% | -35.4% | +57.4% | +22.2% |
| 1Y | +22.1% | -45.6% | +67.8% | +22.4% |
| 3Y | +58.7% | -2.2% | +60.9% | +55.7% |
| 5Y | +22.3% | -20.3% | +42.6% | +18.2% |
| All | +10.9% | -52.1% | +63.0% | +9.8% |
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