-51.3%
ACHR vs ALB
-25.3%
-25.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.1% | +2.7% |
| 7D | +18.0% | +1.1% | +16.9% | +17.3% |
| 30D | +3.6% | -2.6% | +6.2% | +4.7% |
| 3M | -28.4% | -25.6% | -2.9% | -18.9% |
| 6M | -25.7% | -54.0% | +28.3% | +3.5% |
| YTD | -35.4% | -31.6% | -3.8% | -26.9% |
| 1Y | -45.6% | -6.6% | -39.1% | -47.5% |
| 3Y | -2.2% | -14.0% | +11.8% | -12.2% |
| 5Y | -20.3% | -62.5% | +42.2% | -3.5% |
| All | -51.3% | -25.3% | -25.9% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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