-59.6%
ACHR vs ALK
-22.6%
-36.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.5% | -5.5% | -6.1% |
| 7D | -9.2% | -1.2% | -8.1% | -8.3% |
| 30D | -1.0% | +7.7% | -8.7% | -5.1% |
| 3M | -42.2% | -19.0% | -23.2% | -35.4% |
| 6M | -38.2% | -0.2% | -38.0% | -39.9% |
| YTD | -46.4% | -23.5% | -22.9% | -40.6% |
| 1Y | -49.4% | -9.1% | -40.3% | -49.3% |
| 3Y | -22.5% | +12.0% | -34.5% | -37.7% |
| 5Y | -29.8% | -30.9% | +1.1% | -26.5% |
| All | -59.6% | -22.6% | -36.9% | -60.0% |
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