-65.1%
XYZ vs ACHR
-57.3%
-7.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.9% | +6.9% | -1.1% |
| 7D | -2.1% | +11.9% | -14.0% | -5.4% |
| 30D | +7.0% | -2.5% | +9.5% | +7.0% |
| 3M | +5.1% | -31.2% | +36.2% | +15.0% |
| 6M | +14.1% | -32.2% | +46.3% | +22.5% |
| YTD | +26.4% | -42.4% | +68.8% | +40.1% |
| 1Y | +25.1% | -49.9% | +75.0% | +43.1% |
| 3Y | +59.7% | -12.9% | +72.6% | +27.5% |
| 5Y | -63.8% | -24.6% | -39.2% | -77.4% |
| All | -65.1% | -57.3% | -7.7% | -76.7% |
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 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