-45.3%
ACHR vs W
-66.1%
+20.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | -5.4% | +0.5% | -5.9% | -5.6% |
| 30D | -19.7% | -5.6% | -14.2% | -18.4% |
| 3M | +7.9% | +41.9% | -34.0% | -5.5% |
| 6M | -13.8% | +30.2% | -44.0% | -23.3% |
| YTD | -27.5% | -2.9% | -24.6% | -30.0% |
| 1Y | -33.9% | +11.6% | -45.5% | -40.7% |
| 3Y | -20.0% | +37.0% | -56.9% | -39.4% |
| 5Y | -44.0% | -62.8% | +18.9% | -54.3% |
| All | -45.3% | -66.1% | +20.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded W 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling