-45.3%
ACHR vs EXEL
+181.9%
-227.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -5.4% | -2.9% | -2.5% | -4.4% |
| 30D | -19.7% | +11.9% | -31.6% | -23.2% |
| 3M | +7.9% | +9.2% | -1.3% | +3.6% |
| 6M | -13.8% | +39.1% | -52.9% | -25.0% |
| YTD | -27.5% | +31.0% | -58.6% | -35.9% |
| 1Y | -33.9% | +52.3% | -86.3% | -45.4% |
| 3Y | -20.0% | +159.7% | -179.7% | -48.2% |
| 5Y | -44.0% | +187.7% | -231.7% | -65.7% |
| All | -45.3% | +181.9% | -227.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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