-44.0%
ACHR vs BRO
+46.4%
-90.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.3% | -7.3% | +5.0% | +0.3% |
| 30D | -11.3% | -6.9% | -4.4% | -9.2% |
| 3M | +5.3% | +10.7% | -5.4% | -0.3% |
| 6M | -13.2% | -2.7% | -10.5% | -13.6% |
| YTD | -25.8% | -16.3% | -9.5% | -21.0% |
| 1Y | -34.3% | -29.1% | -5.2% | -24.4% |
| 3Y | -19.9% | -7.8% | -12.1% | -22.6% |
| 5Y | -42.7% | +18.7% | -61.4% | -49.9% |
| All | -44.0% | +46.4% | -90.4% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling