-44.0%
ACHR vs LYB
+2.4%
-46.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -2.3% | +0.3% | -2.5% | -2.4% |
| 30D | -11.3% | +2.5% | -13.8% | -12.3% |
| 3M | +5.3% | +1.4% | +3.9% | +4.3% |
| 6M | -13.2% | -3.5% | -9.7% | -15.5% |
| YTD | -25.8% | +52.0% | -77.8% | -41.8% |
| 1Y | -34.3% | +22.1% | -56.3% | -43.5% |
| 3Y | -19.9% | -22.8% | +2.8% | -16.5% |
| 5Y | -42.7% | -3.4% | -39.3% | -44.6% |
| All | -44.0% | +2.4% | -46.4% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling