+205.8%
XLK vs ACHR
-45.0%
+250.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +1.0% |
| 7D | +0.2% | -2.3% | +2.5% | +0.5% |
| 30D | -0.6% | -11.3% | +10.7% | +0.7% |
| 3M | +2.6% | +5.3% | -2.7% | +1.0% |
| 6M | +34.0% | -13.2% | +47.2% | +34.7% |
| YTD | +30.7% | -25.8% | +56.5% | +33.2% |
| 1Y | +39.2% | -34.3% | +73.5% | +42.5% |
| 3Y | +120.4% | -19.9% | +140.4% | +107.4% |
| 5Y | +148.8% | -42.7% | +191.5% | +115.0% |
| All | +205.8% | -45.0% | +250.8% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling