-19.9%
ACHR vs BRO
-7.6%
-12.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.3% | -7.3% | +5.0% | -1.3% |
| 30D | -11.3% | -6.9% | -4.4% | -10.5% |
| 3M | +5.3% | +10.7% | -5.4% | +2.1% |
| 6M | -13.2% | -2.7% | -10.5% | -12.3% |
| YTD | -25.8% | -16.3% | -9.5% | -21.3% |
| 1Y | -34.3% | -29.1% | -5.2% | -25.7% |
| 3Y | -19.9% | -7.8% | -12.1% | -25.6% |
| All | -19.9% | -7.6% | -12.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling