-41.5%
ACHR vs BG
+125.4%
-166.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.3% | +1.1% |
| 7D | +4.9% | +2.4% | +2.5% | +4.3% |
| 30D | +4.3% | +15.0% | -10.7% | +0.8% |
| 3M | +1.7% | -0.7% | +2.4% | +1.4% |
| 6M | -6.9% | +7.5% | -14.4% | -9.2% |
| YTD | -22.5% | +41.6% | -64.1% | -29.2% |
| 1Y | -31.5% | +50.7% | -82.2% | -38.5% |
| 3Y | -14.4% | +20.3% | -34.7% | -20.3% |
| 5Y | -41.6% | +85.2% | -126.9% | -47.5% |
| All | -41.5% | +125.4% | -166.9% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling