-42.7%
ACHR vs ALB
-2.1%
-40.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | +1.1% |
| 7D | -0.7% | -8.1% | +7.4% | +2.9% |
| 30D | +9.8% | +6.3% | +3.5% | +6.5% |
| 3M | -10.5% | -23.6% | +13.1% | 0.0% |
| 6M | -15.5% | -24.6% | +9.1% | -7.0% |
| YTD | -24.1% | -10.3% | -13.8% | -23.7% |
| 1Y | -32.4% | +61.5% | -93.9% | -49.5% |
| 3Y | -11.6% | -34.0% | +22.4% | -9.5% |
| 5Y | -42.9% | -44.6% | +1.7% | -39.0% |
| All | -42.7% | -2.1% | -40.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling