-51.8%
ACHR vs ABCL
-74.6%
+22.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.2% | +3.1% | +6.6% |
| 7D | +15.3% | +12.4% | +2.9% | +11.0% |
| 30D | -3.0% | -0.4% | -2.7% | -3.2% |
| 3M | -14.0% | +80.4% | -94.3% | -31.9% |
| 6M | -25.8% | +138.5% | -164.3% | -48.7% |
| YTD | -36.0% | +265.5% | -301.5% | -62.5% |
| 1Y | -41.2% | +219.7% | -260.9% | -63.7% |
| 3Y | -8.6% | +209.4% | -218.0% | -48.0% |
| 5Y | -20.6% | -15.0% | -5.6% | -43.8% |
| All | -51.8% | -74.6% | +22.8% | -60.8% |
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