-43.8%
ACHR vs WAB
+224.0%
-267.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -4.4% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | -12.1% | -4.6% | -7.6% | -8.3% |
| 3M | +3.4% | +5.6% | -2.3% | -3.3% |
| 6M | -15.6% | +13.8% | -29.5% | -27.6% |
| YTD | -26.9% | +31.9% | -58.7% | -45.6% |
| 1Y | -34.8% | +48.3% | -83.0% | -56.8% |
| 3Y | -19.2% | +167.1% | -186.4% | -68.9% |
| 5Y | -43.8% | +222.9% | -266.6% | -81.6% |
| All | -43.8% | +224.0% | -267.7% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling