-59.6%
ACHR vs WAB
+318.5%
-378.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.3% |
| 7D | -9.2% | +5.1% | -14.3% | -12.4% |
| 30D | -1.0% | +4.0% | -5.0% | -3.7% |
| 3M | -42.2% | +0.1% | -42.3% | -42.2% |
| 6M | -38.2% | +12.8% | -51.0% | -44.5% |
| YTD | -46.4% | +40.1% | -86.5% | -60.0% |
| 1Y | -49.4% | +46.4% | -95.7% | -63.5% |
| 3Y | -22.5% | +167.4% | -189.9% | -63.5% |
| 5Y | -29.8% | +215.0% | -244.8% | -71.3% |
| All | -59.6% | +318.5% | -378.1% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling