-43.8%
ACHR vs EXEL
+194.6%
-238.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.8% | -6.1% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | -12.1% | +10.1% | -22.3% | -15.9% |
| 3M | +3.4% | +10.1% | -6.7% | -1.6% |
| 6M | -15.6% | +37.7% | -53.3% | -27.8% |
| YTD | -26.9% | +33.1% | -59.9% | -36.8% |
| 1Y | -34.8% | +52.4% | -87.1% | -47.6% |
| 3Y | -19.2% | +163.8% | -183.1% | -53.0% |
| 5Y | -43.8% | +198.5% | -242.3% | -72.0% |
| All | -43.8% | +194.6% | -238.4% | -72.0% |
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 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