+206.1%
XLK vs ACHR
-45.8%
+251.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.7% | +5.7% | +0.7% |
| 7D | +2.3% | -2.7% | +5.0% | +2.6% |
| 30D | +0.8% | -12.1% | +13.0% | +2.2% |
| 3M | +4.1% | +3.4% | +0.7% | +2.7% |
| 6M | +34.8% | -15.6% | +50.4% | +36.0% |
| YTD | +30.8% | -26.9% | +57.7% | +33.6% |
| 1Y | +42.4% | -34.8% | +77.1% | +45.9% |
| 3Y | +121.8% | -19.2% | +141.0% | +108.5% |
| 5Y | +146.6% | -43.8% | +190.4% | +113.6% |
| All | +206.1% | -45.8% | +251.9% | +159.5% |
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