+134.3%
WMT vs ACHR
-45.8%
+180.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.7% | +5.5% | -0.1% |
| 7D | -0.2% | -2.7% | +2.4% | -0.2% |
| 30D | -5.8% | -12.1% | +6.3% | -5.6% |
| 3M | -10.8% | +3.4% | -14.1% | -11.0% |
| 6M | -14.3% | -15.6% | +1.3% | -14.2% |
| YTD | -4.4% | -26.9% | +22.5% | -4.0% |
| 1Y | +4.3% | -34.8% | +39.1% | +4.8% |
| 3Y | +100.1% | -19.2% | +119.3% | +96.2% |
| 5Y | +130.8% | -43.8% | +174.6% | +124.1% |
| All | +134.3% | -45.8% | +180.1% | +121.9% |
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