-44.0%
ACHR vs BG
+122.7%
-166.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.8% |
| 7D | -2.3% | +3.1% | -5.4% | -3.0% |
| 30D | -11.3% | +10.2% | -21.5% | -13.4% |
| 3M | +5.3% | -1.7% | +7.0% | +5.2% |
| 6M | -13.2% | +1.0% | -14.2% | -14.1% |
| YTD | -25.8% | +39.9% | -65.7% | -32.0% |
| 1Y | -34.3% | +53.2% | -87.5% | -41.3% |
| 3Y | -19.9% | +16.3% | -36.2% | -25.1% |
| 5Y | -42.7% | +83.9% | -126.5% | -48.3% |
| All | -44.0% | +122.7% | -166.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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