-19.9%
ACHR vs BBY
+42.8%
-62.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.2% |
| 3M | +5.3% | +19.3% | -14.1% | -4.1% |
| 6M | -13.2% | +47.9% | -61.1% | -30.0% |
| YTD | -25.8% | +39.6% | -65.4% | -38.7% |
| 1Y | -34.3% | +22.2% | -56.5% | -41.8% |
| 3Y | -19.9% | +45.0% | -64.9% | -45.7% |
| All | -19.9% | +42.8% | -62.7% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling