-44.8%
ACHR vs BBY
+9.9%
-54.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.2% | -4.9% |
| 7D | -2.7% | +1.2% | -3.8% | -3.2% |
| 30D | -12.1% | +6.8% | -18.9% | -15.1% |
| 3M | +3.4% | +18.7% | -15.4% | -5.9% |
| 6M | -15.6% | +37.3% | -52.9% | -29.6% |
| YTD | -26.9% | +35.3% | -62.2% | -38.9% |
| 1Y | -34.8% | +20.7% | -55.4% | -42.4% |
| 3Y | -19.2% | +39.4% | -58.7% | -37.1% |
| 5Y | -43.8% | -1.5% | -42.3% | -52.9% |
| All | -44.8% | +9.9% | -54.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling