-42.7%
ACHR vs WAB
+297.3%
-340.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.4% |
| 7D | -0.7% | -3.2% | +2.5% | +1.8% |
| 30D | +9.8% | -4.4% | +14.2% | +13.8% |
| 3M | -10.5% | +7.9% | -18.4% | -16.9% |
| 6M | -15.5% | +8.7% | -24.2% | -22.7% |
| YTD | -24.1% | +33.0% | -57.0% | -41.2% |
| 1Y | -32.4% | +46.7% | -79.1% | -51.6% |
| 3Y | -11.6% | +153.0% | -164.6% | -56.7% |
| 5Y | -42.9% | +222.3% | -265.2% | -75.8% |
| All | -42.7% | +297.3% | -340.0% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling