-44.0%
ACHR vs WY
-19.4%
-24.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.2% |
| 7D | -2.3% | -4.2% | +1.9% | +0.6% |
| 30D | -11.3% | -10.1% | -1.2% | -4.6% |
| 3M | +5.3% | -8.5% | +13.8% | +9.7% |
| 6M | -13.2% | -3.3% | -9.9% | -13.9% |
| YTD | -25.8% | -4.4% | -21.4% | -26.3% |
| 1Y | -34.3% | -11.5% | -22.8% | -31.2% |
| 3Y | -19.9% | -24.3% | +4.4% | -5.2% |
| 5Y | -42.7% | -21.3% | -21.3% | -28.1% |
| All | -44.0% | -19.4% | -24.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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