+72.0%
XLC vs ACHR
-60.3%
+132.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.7% |
| 7D | +3.7% | -9.2% | +13.0% | +4.5% |
| 30D | -1.9% | -1.0% | -0.9% | -2.1% |
| 3M | -3.1% | -42.2% | +39.1% | +1.3% |
| 6M | -6.4% | -38.2% | +31.8% | -3.5% |
| YTD | -6.8% | -46.4% | +39.6% | -3.3% |
| 1Y | -1.7% | -49.4% | +47.7% | +2.3% |
| 3Y | +64.7% | -22.5% | +87.2% | +53.5% |
| 5Y | +41.1% | -29.8% | +70.9% | +18.7% |
| All | +72.0% | -60.3% | +132.2% | +45.4% |
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