-44.0%
ACHR vs MTB
+101.1%
-145.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | -5.4% | -0.4% | -4.9% | -5.1% |
| 30D | -19.7% | -4.6% | -15.1% | -17.4% |
| 3M | +7.9% | +7.4% | +0.5% | +2.4% |
| 6M | -13.8% | +18.7% | -32.4% | -23.7% |
| YTD | -27.5% | +21.1% | -48.6% | -36.8% |
| 1Y | -33.9% | +24.1% | -58.0% | -43.4% |
| 3Y | -20.0% | +115.3% | -135.3% | -49.2% |
| 5Y | -44.0% | +106.0% | -150.0% | -62.2% |
| All | -44.0% | +101.1% | -145.1% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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