-44.0%
ACHR vs BNS
+134.0%
-178.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.7% |
| 7D | -2.3% | -0.4% | -1.9% | -1.9% |
| 30D | -11.3% | +3.5% | -14.7% | -14.7% |
| 3M | +5.3% | +14.1% | -8.8% | -9.6% |
| 6M | -13.2% | +33.8% | -47.0% | -37.1% |
| YTD | -25.8% | +29.5% | -55.3% | -44.3% |
| 1Y | -34.3% | +48.4% | -82.7% | -57.4% |
| 3Y | -19.9% | +129.6% | -149.5% | -66.2% |
| 5Y | -42.7% | +96.1% | -138.7% | -71.6% |
| All | -44.0% | +134.0% | -178.0% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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