-42.7%
ACHR vs BBWI
-29.1%
-13.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -2.0% |
| 7D | -0.7% | +1.5% | -2.2% | -1.3% |
| 30D | +9.8% | -5.2% | +15.0% | +11.2% |
| 3M | -10.5% | +11.1% | -21.6% | -16.0% |
| 6M | -15.5% | -13.4% | -2.2% | -13.5% |
| YTD | -24.1% | +0.1% | -24.2% | -27.6% |
| 1Y | -32.4% | -36.1% | +3.7% | -23.2% |
| 3Y | -11.6% | -44.1% | +32.5% | -0.1% |
| 5Y | -42.9% | -66.2% | +23.3% | -26.2% |
| All | -42.7% | -29.1% | -13.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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