-56.9%
ACHR vs ABCL
+138.2%
-195.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | -5.1% | -10.0% | +4.9% | -1.9% |
| 30D | -12.7% | -10.9% | -1.8% | -9.8% |
| 3M | -22.4% | +101.6% | -124.1% | -43.2% |
| 6M | -28.6% | +167.5% | -196.1% | -57.8% |
| YTD | -45.2% | +259.1% | -304.3% | -74.2% |
| 1Y | -56.9% | +152.2% | -209.1% | -72.5% |
| All | -56.9% | +138.2% | -195.1% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling