-55.5%
ACHR vs WM
+119.7%
-175.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.1% | +16.8% | +14.8% |
| 7D | +5.7% | +1.2% | +4.5% | +5.6% |
| 30D | -4.9% | +13.1% | -18.0% | -5.7% |
| 3M | -15.1% | +3.6% | -18.7% | -15.3% |
| 6M | -30.7% | +8.1% | -38.8% | -31.5% |
| YTD | -41.0% | +8.9% | -49.9% | -41.9% |
| 1Y | -50.0% | +20.3% | -70.3% | -52.0% |
| 3Y | -17.0% | +46.2% | -63.2% | -25.5% |
| 5Y | -29.4% | +59.9% | -89.3% | -38.5% |
| All | -55.5% | +119.7% | -175.1% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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