-30.5%
ACHR vs ABCL
-26.2%
-4.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.5% |
| 7D | -9.2% | -3.3% | -6.0% | -7.9% |
| 30D | -1.0% | -7.1% | +6.1% | +1.6% |
| 3M | -42.2% | +4.7% | -46.9% | -44.9% |
| 6M | -38.2% | +140.9% | -179.1% | -61.2% |
| YTD | -46.4% | +236.0% | -282.4% | -71.5% |
| 1Y | -49.4% | +217.4% | -266.8% | -72.3% |
| 3Y | -22.5% | +188.7% | -211.2% | -61.5% |
| All | -30.5% | -26.2% | -4.3% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling