-16.7%
ACHR vs ABCL
+189.1%
-205.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.8% | -8.1% | -9.8% |
| 7D | +11.9% | +4.4% | +7.5% | +10.4% |
| 30D | -2.5% | -7.9% | +5.4% | +0.3% |
| 3M | -31.2% | +12.2% | -43.4% | -36.0% |
| 6M | -32.2% | +134.7% | -167.0% | -56.4% |
| YTD | -42.4% | +239.8% | -282.2% | -69.2% |
| 1Y | -49.9% | +192.7% | -242.6% | -71.3% |
| All | -16.7% | +189.1% | -205.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling