-41.5%
ACHR vs MXL
+99.5%
-141.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.9% | +0.5% |
| 7D | +4.9% | +15.5% | -10.6% | +0.8% |
| 30D | +4.3% | -11.3% | +15.6% | +6.0% |
| 3M | +1.7% | -16.1% | +17.9% | +0.4% |
| 6M | -6.9% | +323.0% | -329.9% | -54.5% |
| YTD | -22.5% | +281.5% | -304.0% | -60.8% |
| 1Y | -31.5% | +319.3% | -350.8% | -67.0% |
| 3Y | -14.4% | +189.4% | -203.8% | -59.9% |
| 5Y | -41.6% | +26.0% | -67.6% | -62.4% |
| All | -41.5% | +99.5% | -141.0% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling