-45.3%
ACHR vs WAB
+293.7%
-339.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.4% | -0.2% | -5.2% | -5.2% |
| 30D | -19.7% | -5.9% | -13.9% | -15.9% |
| 3M | +7.9% | +9.4% | -1.5% | -0.8% |
| 6M | -13.8% | +13.8% | -27.6% | -24.1% |
| YTD | -27.5% | +31.8% | -59.3% | -43.4% |
| 1Y | -33.9% | +48.5% | -82.5% | -53.2% |
| 3Y | -20.0% | +167.0% | -186.9% | -62.2% |
| 5Y | -44.0% | +222.3% | -266.3% | -76.1% |
| All | -45.3% | +293.7% | -339.0% | -77.1% |
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