-24.6%
ACHR vs EXEL
+289.1%
-313.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.2% | -9.7% | -10.4% |
| 7D | +11.9% | +1.6% | +10.2% | +11.4% |
| 30D | -2.5% | +17.4% | -19.8% | -8.9% |
| 3M | -31.2% | +38.6% | -69.8% | -40.3% |
| 6M | -32.2% | +41.2% | -73.4% | -42.4% |
| YTD | -42.4% | +59.3% | -101.8% | -54.1% |
| 1Y | -49.9% | +60.2% | -110.2% | -60.2% |
| 3Y | -12.9% | +232.6% | -245.4% | -55.3% |
| 5Y | -24.6% | +285.9% | -310.4% | -64.2% |
| All | -24.6% | +289.1% | -313.6% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling