-42.7%
ACHR vs BAH
-9.0%
-33.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | +9.8% | +2.0% | +7.8% | +9.6% |
| 3M | -10.5% | -7.6% | -2.9% | -8.9% |
| 6M | -15.5% | -5.7% | -9.9% | -14.9% |
| YTD | -24.1% | -11.7% | -12.3% | -22.3% |
| 1Y | -32.4% | -27.4% | -5.1% | -28.0% |
| 3Y | -11.6% | -32.5% | +20.9% | -5.9% |
| 5Y | -42.9% | -3.3% | -39.6% | -45.0% |
| All | -42.7% | -9.0% | -33.7% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling