-42.7%
ACHR vs MDB
-2.1%
-40.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +0.5% |
| 7D | -0.7% | -17.4% | +16.7% | +5.3% |
| 30D | +9.8% | -2.0% | +11.8% | +10.4% |
| 3M | -10.5% | -3.0% | -7.5% | -9.7% |
| 6M | -15.5% | +48.7% | -64.2% | -27.2% |
| YTD | -24.1% | -12.1% | -11.9% | -23.6% |
| 1Y | -32.4% | +14.5% | -46.9% | -38.1% |
| 3Y | -11.6% | -6.1% | -5.5% | -21.7% |
| 5Y | -42.9% | -27.3% | -15.6% | -54.1% |
| All | -42.7% | -2.1% | -40.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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