-44.0%
ACHR vs BN
+83.9%
-128.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +1.9% |
| 7D | -2.3% | -5.2% | +2.9% | +3.4% |
| 30D | -11.3% | -14.5% | +3.2% | +5.1% |
| 3M | +5.3% | -15.0% | +20.3% | +25.6% |
| 6M | -13.2% | -5.4% | -7.8% | -8.6% |
| YTD | -25.8% | -16.4% | -9.4% | -11.4% |
| 1Y | -34.3% | -16.2% | -18.0% | -21.3% |
| 3Y | -19.9% | +67.5% | -87.5% | -51.0% |
| 5Y | -42.7% | +34.1% | -76.8% | -57.0% |
| All | -44.0% | +83.9% | -128.0% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling