+369.3%
XOM vs ACHR
-42.6%
+411.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.7% |
| 7D | -2.4% | +4.9% | -7.2% | -2.5% |
| 30D | +5.7% | +4.3% | +1.4% | +5.5% |
| 3M | +6.6% | +1.7% | +4.8% | +6.3% |
| 6M | +7.7% | -6.9% | +14.5% | +7.5% |
| YTD | +36.2% | -22.5% | +58.7% | +36.7% |
| 1Y | +50.5% | -31.5% | +82.0% | +51.2% |
| 3Y | +53.4% | -14.4% | +67.8% | +49.4% |
| 5Y | +254.2% | -41.6% | +295.8% | +237.5% |
| All | +369.3% | -42.6% | +411.8% | +315.0% |
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