-44.0%
ACHR vs BBY
+13.3%
-57.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +0.9% |
| 7D | -2.3% | +0.6% | -2.9% | -2.5% |
| 30D | -11.3% | +9.4% | -20.7% | -15.4% |
| 3M | +5.3% | +19.3% | -14.1% | -4.4% |
| 6M | -13.2% | +47.9% | -61.1% | -30.3% |
| YTD | -25.8% | +39.6% | -65.4% | -39.0% |
| 1Y | -34.3% | +22.2% | -56.5% | -42.3% |
| 3Y | -19.9% | +45.0% | -64.9% | -38.8% |
| 5Y | -42.7% | +2.6% | -45.2% | -52.8% |
| All | -44.0% | +13.3% | -57.3% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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