-9.8%
ACHR vs ABCL
+104.5%
-114.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | +9.8% | +93.1% | -83.3% | -18.4% |
| 3M | -10.5% | +79.4% | -89.9% | -33.6% |
| 6M | -15.5% | +214.9% | -230.4% | -52.5% |
| YTD | -24.1% | +234.2% | -258.3% | -59.1% |
| 1Y | -32.4% | +174.8% | -207.2% | -60.9% |
| All | -9.8% | +104.5% | -114.3% | -50.6% |
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