-34.3%
ACHR vs BG
+53.0%
-87.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.7% |
| 7D | -2.3% | +3.1% | -5.4% | -2.8% |
| 30D | -11.3% | +10.2% | -21.5% | -13.1% |
| 3M | +5.3% | -1.7% | +7.0% | +5.5% |
| 6M | -13.2% | +1.0% | -14.2% | -14.2% |
| YTD | -25.8% | +39.9% | -65.7% | -32.8% |
| 1Y | -34.3% | +53.2% | -87.5% | -40.6% |
| All | -34.3% | +53.0% | -87.2% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling