-51.8%
ACHR vs ALK
-16.2%
-35.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.2% | +4.5% |
| 7D | +15.3% | +8.9% | +6.4% | +10.0% |
| 30D | -3.0% | +5.9% | -9.0% | -6.3% |
| 3M | -14.0% | -16.5% | +2.6% | -6.0% |
| 6M | -25.8% | +2.1% | -27.9% | -28.8% |
| YTD | -36.0% | -17.1% | -18.9% | -32.3% |
| 1Y | -41.2% | -2.9% | -38.3% | -43.3% |
| 3Y | -8.6% | +24.5% | -33.0% | -31.1% |
| 5Y | -20.6% | -29.1% | +8.5% | -20.2% |
| All | -51.8% | -16.2% | -35.6% | -54.4% |
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