-42.7%
ACHR vs EXPD
+114.0%
-156.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.1% |
| 30D | +9.8% | +4.1% | +5.7% | +7.3% |
| 3M | -10.5% | +17.9% | -28.4% | -18.8% |
| 6M | -15.5% | +29.2% | -44.8% | -27.8% |
| YTD | -24.1% | +27.4% | -51.4% | -35.6% |
| 1Y | -32.4% | +56.8% | -89.3% | -50.5% |
| 3Y | -11.6% | +68.0% | -79.6% | -39.5% |
| 5Y | -42.9% | +61.9% | -104.8% | -61.0% |
| All | -42.7% | +114.0% | -156.7% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 all: compounded portfolio wealth divided by compounded EXPD 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…
all analysis · Full analysis span regression · 6 months rolling