-16.7%
ACHR vs EXEL
+234.5%
-251.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.2% | -9.7% | -10.5% |
| 7D | +11.9% | +1.6% | +10.2% | +11.5% |
| 30D | -2.5% | +17.4% | -19.8% | -7.6% |
| 3M | -31.2% | +38.6% | -69.8% | -38.6% |
| 6M | -32.2% | +41.2% | -73.4% | -40.5% |
| YTD | -42.4% | +59.3% | -101.8% | -52.1% |
| 1Y | -49.9% | +60.2% | -110.2% | -58.4% |
| All | -16.7% | +234.5% | -251.2% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling