-52.7%
ZTS vs ACHR
-46.3%
-6.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -4.5% | -5.4% | +0.9% | -4.2% |
| 30D | -3.3% | -19.7% | +16.4% | -2.1% |
| 3M | -9.7% | +7.9% | -17.7% | -10.5% |
| 6M | -38.8% | -13.8% | -25.1% | -38.7% |
| YTD | -41.2% | -27.5% | -13.7% | -40.6% |
| 1Y | -50.3% | -33.9% | -16.4% | -49.8% |
| 3Y | -59.1% | -20.0% | -39.2% | -61.3% |
| 5Y | -62.8% | -44.0% | -18.8% | -65.3% |
| All | -52.7% | -46.3% | -6.4% | -55.8% |
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