+73.0%
XLF vs ACHR
-21.5%
+94.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -2.9% | -5.4% | +2.5% | -2.5% |
| 30D | -1.6% | -19.7% | +18.1% | -0.2% |
| 3M | +9.3% | +7.9% | +1.3% | +8.0% |
| 6M | +14.6% | -13.8% | +28.4% | +14.8% |
| YTD | +4.7% | -27.5% | +32.3% | +6.0% |
| 1Y | +8.6% | -33.9% | +42.6% | +9.9% |
| All | +73.0% | -21.5% | +94.5% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling