-44.8%
ACHR vs BP
+176.7%
-221.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.8% | -7.4% | -6.1% |
| 7D | -2.7% | +4.0% | -6.6% | -3.7% |
| 30D | -12.1% | +7.8% | -20.0% | -14.0% |
| 3M | +3.4% | +8.4% | -5.0% | +0.5% |
| 6M | -15.6% | +15.1% | -30.7% | -20.3% |
| YTD | -26.9% | +36.4% | -63.3% | -34.8% |
| 1Y | -34.8% | +40.9% | -75.7% | -42.6% |
| 3Y | -19.2% | +38.8% | -58.1% | -29.5% |
| 5Y | -43.8% | +141.1% | -184.8% | -53.5% |
| All | -44.8% | +176.7% | -221.5% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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