-41.5%
ACHR vs ABCL
-76.7%
+35.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +4.9% | +1.4% | +3.4% | +4.4% |
| 30D | +4.3% | +65.1% | -60.8% | -13.9% |
| 3M | +1.7% | +111.1% | -109.3% | -24.9% |
| 6M | -6.9% | +231.6% | -238.5% | -42.3% |
| YTD | -22.5% | +234.5% | -257.0% | -52.5% |
| 1Y | -31.5% | +174.3% | -205.8% | -55.5% |
| 3Y | -14.4% | +111.5% | -125.9% | -44.9% |
| 5Y | -41.6% | -37.3% | -4.4% | -56.1% |
| All | -41.5% | -76.7% | +35.2% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling