-44.8%
ACHR vs AFL
+191.9%
-236.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -2.7% | -2.1% | -0.5% | -1.9% |
| 30D | -12.1% | -5.4% | -6.7% | -10.5% |
| 3M | +3.4% | -0.3% | +3.6% | +2.3% |
| 6M | -15.6% | +5.2% | -20.8% | -19.0% |
| YTD | -26.9% | +5.7% | -32.5% | -30.2% |
| 1Y | -34.8% | +10.2% | -45.0% | -39.1% |
| 3Y | -19.2% | +63.4% | -82.7% | -36.2% |
| 5Y | -43.8% | +133.0% | -176.8% | -62.1% |
| All | -44.8% | +191.9% | -236.8% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 all: compounded portfolio wealth divided by compounded AFL 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…
all analysis · Full analysis span regression · 6 months rolling