-52.8%
ACHR vs ALLY
+34.0%
-86.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -0.6% |
| 7D | +14.0% | -0.7% | +14.7% | +14.4% |
| 30D | -5.0% | +1.1% | -6.2% | -5.9% |
| 3M | -24.8% | -13.2% | -11.6% | -17.3% |
| 6M | -27.3% | -13.5% | -13.8% | -20.3% |
| YTD | -37.4% | -14.3% | -23.1% | -31.3% |
| 1Y | -44.3% | -1.1% | -43.1% | -44.5% |
| 3Y | -5.2% | +62.0% | -67.2% | -29.4% |
| 5Y | -20.8% | -9.6% | -11.2% | -25.6% |
| All | -52.8% | +34.0% | -86.8% | -61.3% |
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