-10.4%
ACHR vs ALC
-13.4%
+3.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.3% |
| 7D | -0.7% | -2.1% | +1.4% | +0.4% |
| 30D | +9.8% | -0.1% | +9.9% | +10.4% |
| 3M | -10.5% | +5.9% | -16.4% | -13.4% |
| 6M | -15.5% | -15.9% | +0.4% | -6.5% |
| YTD | -24.1% | -10.1% | -14.0% | -19.9% |
| 1Y | -32.4% | -10.2% | -22.2% | -29.0% |
| All | -10.4% | -13.4% | +3.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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