-27.7%
ACHR vs ALK
-34.8%
+7.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.6% | +14.1% | +14.4% |
| 7D | +5.7% | +9.0% | -3.3% | -0.2% |
| 30D | -4.9% | -1.6% | -3.3% | -4.4% |
| 3M | -15.1% | -23.2% | +8.1% | -1.8% |
| 6M | -30.7% | -3.9% | -26.9% | -31.7% |
| YTD | -41.0% | -22.6% | -18.4% | -34.8% |
| 1Y | -50.0% | -5.3% | -44.7% | -52.0% |
| 3Y | -17.0% | +18.6% | -35.6% | -43.0% |
| All | -27.7% | -34.8% | +7.1% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling