-20.5%
AAL vs ACHR
-43.7%
+23.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | -20.8% | +9.8% | -30.6% | -22.5% |
| 3M | -1.3% | -10.5% | +9.2% | -1.0% |
| 6M | +5.4% | -15.5% | +20.9% | +6.5% |
| YTD | -14.4% | -24.1% | +9.7% | -12.4% |
| 1Y | +2.1% | -32.4% | +34.5% | +5.2% |
| 3Y | -10.6% | -11.6% | +1.1% | -19.8% |
| 5Y | -32.2% | -42.9% | +10.7% | -52.5% |
| All | -20.5% | -43.7% | +23.3% | -49.9% |
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