+76.7%
XLC vs ACHR
-43.7%
+120.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | -0.8% | -0.7% | -0.2% | -0.8% |
| 30D | +1.0% | +9.8% | -8.8% | 0.0% |
| 3M | -0.7% | -10.5% | +9.8% | -0.5% |
| 6M | -5.1% | -15.5% | +10.4% | -4.7% |
| YTD | -4.3% | -24.1% | +19.8% | -3.3% |
| 1Y | -0.6% | -32.4% | +31.9% | +0.7% |
| 3Y | +72.7% | -11.6% | +84.3% | +59.9% |
| 5Y | +38.0% | -42.9% | +80.9% | +17.8% |
| All | +76.7% | -43.7% | +120.4% | +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