-42.7%
ACHR vs XYL
+13.5%
-56.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | +0.8% |
| 7D | -0.7% | -5.0% | +4.4% | +3.7% |
| 30D | +9.8% | -13.2% | +23.0% | +23.7% |
| 3M | -10.5% | -3.7% | -6.8% | -9.3% |
| 6M | -15.5% | -17.7% | +2.2% | -2.2% |
| YTD | -24.1% | -21.5% | -2.5% | -8.7% |
| 1Y | -32.4% | -24.5% | -7.9% | -15.5% |
| 3Y | -11.6% | +6.9% | -18.5% | -15.4% |
| 5Y | -42.9% | -18.1% | -24.8% | -44.6% |
| All | -42.7% | +13.5% | -56.2% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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