+122.4%
XLF vs ACHR
-42.6%
+164.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | +0.2% | +4.9% | -4.7% | -0.1% |
| 30D | -0.5% | +4.3% | -4.8% | -1.0% |
| 3M | +10.6% | +1.7% | +8.9% | +9.9% |
| 6M | +14.3% | -6.9% | +21.2% | +13.8% |
| YTD | +5.5% | -22.5% | +28.0% | +6.2% |
| 1Y | +9.6% | -31.5% | +41.1% | +10.5% |
| 3Y | +75.2% | -14.4% | +89.6% | +67.0% |
| 5Y | +65.5% | -41.6% | +107.2% | +48.0% |
| All | +122.4% | -42.6% | +164.9% | +91.1% |
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 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