-11.6%
ABT vs ACHR
-44.8%
+33.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.8% |
| 7D | -5.0% | -5.4% | +0.4% | -4.9% |
| 30D | -5.8% | -19.7% | +13.9% | -5.3% |
| 3M | +16.7% | +7.9% | +8.8% | +16.2% |
| 6M | -5.2% | -13.8% | +8.5% | -5.2% |
| YTD | -16.0% | -27.5% | +11.6% | -15.6% |
| 1Y | -18.3% | -33.9% | +15.7% | -17.9% |
| 3Y | +9.2% | -20.0% | +29.2% | +5.6% |
| 5Y | -11.6% | -44.0% | +32.4% | -15.9% |
| All | -11.6% | -44.8% | +33.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling