-41.5%
ACHR vs ALK
-18.1%
-23.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.8% |
| 7D | +4.9% | +0.1% | +4.7% | +4.7% |
| 30D | +4.3% | -18.5% | +22.7% | +15.9% |
| 3M | +1.7% | -3.6% | +5.3% | +1.9% |
| 6M | -6.9% | -3.7% | -3.2% | -8.3% |
| YTD | -22.5% | -19.0% | -3.5% | -16.6% |
| 1Y | -31.5% | -36.0% | +4.5% | -16.4% |
| 3Y | -14.4% | +2.3% | -16.7% | -26.4% |
| 5Y | -41.6% | -27.8% | -13.9% | -40.9% |
| All | -41.5% | -18.1% | -23.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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