-55.5%
ACHR vs ABCL
-75.9%
+20.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.7% | +8.0% | +12.5% |
| 7D | +5.7% | -3.2% | +8.9% | +6.6% |
| 30D | -4.9% | -7.4% | +2.5% | -2.9% |
| 3M | -15.1% | +81.9% | -97.0% | -33.1% |
| 6M | -30.7% | +135.7% | -166.4% | -52.1% |
| YTD | -41.0% | +247.4% | -288.3% | -64.8% |
| 1Y | -50.0% | +162.3% | -212.3% | -67.1% |
| 3Y | -17.0% | +165.5% | -182.5% | -50.6% |
| 5Y | -29.4% | -21.3% | -8.1% | -49.1% |
| All | -55.5% | -75.9% | +20.4% | -63.2% |
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