+28.4%
XLY vs ACHR
-42.8%
+71.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -1.4% |
| 30D | -4.2% | -11.3% | +7.1% | -3.0% |
| 3M | -2.7% | +5.3% | -8.0% | -4.2% |
| 6M | -0.6% | -13.2% | +12.6% | -0.3% |
| YTD | -5.0% | -25.8% | +20.8% | -3.4% |
| 1Y | -4.1% | -34.3% | +30.2% | -2.1% |
| 3Y | +33.6% | -19.9% | +53.5% | +23.2% |
| All | +28.4% | -42.8% | +71.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling