-42.0%
ACHR vs BROS
+33.7%
-75.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | +0.3% |
| 7D | -5.4% | -6.1% | +0.7% | -3.3% |
| 30D | -19.7% | -12.4% | -7.4% | -16.2% |
| 3M | +7.9% | -27.9% | +35.9% | +18.1% |
| 6M | -13.8% | -16.8% | +3.0% | -11.7% |
| YTD | -27.5% | -29.0% | +1.5% | -21.5% |
| 1Y | -33.9% | -33.2% | -0.7% | -27.3% |
| 3Y | -20.0% | +56.8% | -76.7% | -38.0% |
| All | -42.0% | +33.7% | -75.6% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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