-32.4%
ACHR vs MXL
+316.6%
-349.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -1.5% |
| 7D | -0.7% | +1.6% | -2.3% | -0.9% |
| 30D | +9.8% | -7.0% | +16.8% | +9.9% |
| 3M | -10.5% | -33.4% | +22.9% | -8.8% |
| 6M | -15.5% | +260.2% | -275.7% | -43.6% |
| YTD | -24.1% | +260.0% | -284.0% | -50.1% |
| 1Y | -32.4% | +303.5% | -335.9% | -57.5% |
| All | -32.4% | +316.6% | -349.0% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling