-41.5%
ACHR vs WY
-17.1%
-24.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.1% |
| 7D | +4.9% | -2.1% | +6.9% | +6.3% |
| 30D | +4.3% | -10.5% | +14.8% | +12.3% |
| 3M | +1.7% | -4.9% | +6.6% | +3.0% |
| 6M | -6.9% | -4.9% | -2.0% | -6.4% |
| YTD | -22.5% | -1.7% | -20.8% | -24.5% |
| 1Y | -31.5% | -9.4% | -22.1% | -29.4% |
| 3Y | -14.4% | -22.3% | +7.9% | -0.4% |
| 5Y | -41.6% | -20.5% | -21.1% | -28.1% |
| All | -41.5% | -17.1% | -24.4% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling