-13.5%
ACHR vs MULL
+1,230.7%
-1,244.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.2% | -1.8% | -5.8% |
| 7D | -9.2% | +24.5% | -33.8% | -13.8% |
| 30D | -1.0% | -35.5% | +34.5% | +5.7% |
| 3M | -42.2% | -44.8% | +2.6% | -37.3% |
| 6M | -38.2% | -45.5% | +7.3% | -41.3% |
| YTD | -46.4% | +232.5% | -278.9% | -72.3% |
| 1Y | -49.4% | +343.3% | -392.6% | -77.0% |
| All | -13.5% | +1,230.7% | -1,244.2% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling