-59.6%
ACHR vs EXEL
+238.7%
-298.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.5% |
| 7D | -9.2% | -0.8% | -8.4% | -8.8% |
| 30D | -1.0% | +13.1% | -14.1% | -5.2% |
| 3M | -42.2% | +36.3% | -78.5% | -48.6% |
| 6M | -38.2% | +34.5% | -72.7% | -45.2% |
| YTD | -46.4% | +57.4% | -103.8% | -55.7% |
| 1Y | -49.4% | +62.9% | -112.3% | -58.7% |
| 3Y | -22.5% | +229.5% | -252.0% | -53.9% |
| 5Y | -29.8% | +281.2% | -311.0% | -60.4% |
| All | -59.6% | +238.7% | -298.3% | -77.4% |
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