-41.5%
ACHR vs ALLY
+49.0%
-90.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +4.3% |
| 7D | +4.9% | +1.0% | +3.8% | +4.0% |
| 30D | +4.3% | -3.3% | +7.6% | +6.7% |
| 3M | +1.7% | +0.5% | +1.3% | +1.6% |
| 6M | -6.9% | +12.6% | -19.5% | -14.7% |
| YTD | -22.5% | -4.7% | -17.8% | -20.7% |
| 1Y | -31.5% | +5.2% | -36.7% | -34.5% |
| 3Y | -14.4% | +66.5% | -80.9% | -37.8% |
| 5Y | -41.6% | +0.2% | -41.9% | -49.1% |
| All | -41.5% | +49.0% | -90.6% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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