-41.5%
ACHR vs MTB
+126.5%
-168.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | +4.9% | +2.8% | +2.1% | +3.3% |
| 30D | +4.3% | -4.2% | +8.5% | +6.7% |
| 3M | +1.7% | +7.8% | -6.0% | -3.0% |
| 6M | -6.9% | +14.8% | -21.7% | -14.6% |
| YTD | -22.5% | +20.8% | -43.2% | -31.0% |
| 1Y | -31.5% | +23.1% | -54.6% | -39.8% |
| 3Y | -14.4% | +114.8% | -129.2% | -41.1% |
| 5Y | -41.6% | +103.3% | -144.9% | -57.2% |
| All | -41.5% | +126.5% | -168.0% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling