-62.4%
XYZ vs ACHR
-52.6%
-9.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +1.4% |
| 7D | +14.9% | +15.3% | -0.5% | +10.2% |
| 30D | +14.7% | -3.0% | +17.7% | +14.9% |
| 3M | +12.1% | -14.0% | +26.1% | +15.1% |
| 6M | +18.3% | -25.8% | +44.1% | +24.2% |
| YTD | +36.1% | -36.0% | +72.1% | +46.7% |
| 1Y | +35.3% | -41.2% | +76.5% | +48.2% |
| 3Y | +73.5% | -8.6% | +82.0% | +37.2% |
| 5Y | -61.6% | -20.6% | -41.0% | -76.5% |
| All | -62.4% | -52.6% | -9.8% | -75.6% |
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