-51.3%
ACHR vs BAH
+8.6%
-59.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.3% |
| 7D | +18.0% | -1.6% | +19.6% | +18.2% |
| 30D | +3.6% | +18.0% | -14.4% | -0.6% |
| 3M | -28.4% | +11.4% | -39.9% | -30.4% |
| 6M | -25.7% | +17.7% | -43.4% | -28.9% |
| YTD | -35.4% | +5.4% | -40.7% | -36.8% |
| 1Y | -45.6% | +2.8% | -48.4% | -46.6% |
| 3Y | -2.2% | -26.7% | +24.4% | +1.8% |
| 5Y | -20.3% | +8.1% | -28.4% | -26.0% |
| All | -51.3% | +8.6% | -59.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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