-44.0%
ACHR vs BTDR
+16.5%
-60.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | +0.5% |
| 7D | -5.4% | -3.2% | -2.2% | -4.8% |
| 30D | -19.7% | +32.7% | -52.4% | -25.2% |
| 3M | +7.9% | -28.4% | +36.3% | +13.0% |
| 6M | -13.8% | +51.7% | -65.5% | -23.8% |
| YTD | -27.5% | +2.9% | -30.4% | -31.2% |
| 1Y | -33.9% | -15.5% | -18.5% | -36.7% |
| 3Y | -20.0% | 0.0% | -20.0% | -30.8% |
| 5Y | -44.0% | +16.5% | -60.4% | -54.2% |
| All | -44.0% | +16.5% | -60.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 5y: compounded portfolio wealth divided by compounded BTDR 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…
5y analysis · Full analysis span regression · 6 months rolling