-45.3%
ACHR vs LYB
+3.3%
-48.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.4% | -0.7% | -4.7% | -5.1% |
| 30D | -19.7% | +1.5% | -21.3% | -20.3% |
| 3M | +7.9% | -0.3% | +8.2% | +7.5% |
| 6M | -13.8% | +0.1% | -13.8% | -17.3% |
| YTD | -27.5% | +53.4% | -81.0% | -43.3% |
| 1Y | -33.9% | +25.6% | -59.6% | -43.9% |
| 3Y | -20.0% | -21.3% | +1.3% | -17.1% |
| 5Y | -44.0% | -2.4% | -41.6% | -46.1% |
| All | -45.3% | +3.3% | -48.7% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling