-41.5%
ACHR vs BN
+89.0%
-130.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +4.9% |
| 7D | +4.9% | -1.2% | +6.0% | +6.1% |
| 30D | +4.3% | -10.9% | +15.2% | +18.4% |
| 3M | +1.7% | -11.1% | +12.8% | +15.3% |
| 6M | -6.9% | -4.4% | -2.5% | -3.3% |
| YTD | -22.5% | -14.1% | -8.3% | -10.2% |
| 1Y | -31.5% | -11.1% | -20.4% | -23.3% |
| 3Y | -14.4% | +75.6% | -89.9% | -50.1% |
| 5Y | -41.6% | +35.8% | -77.4% | -57.3% |
| All | -41.5% | +89.0% | -130.5% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling