-16.4%
ACHR vs EXEL
+161.8%
-178.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.9% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | +4.3% | +6.7% | -2.4% | +1.7% |
| 3M | +1.7% | +11.5% | -9.7% | -2.7% |
| 6M | -6.9% | +38.8% | -45.7% | -18.1% |
| YTD | -22.5% | +31.6% | -54.0% | -30.9% |
| 1Y | -31.5% | +53.0% | -84.5% | -42.7% |
| All | -16.4% | +161.8% | -178.1% | -45.0% |
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