-44.0%
ACHR vs BTG
+14.8%
-58.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | -2.3% | -3.8% | +1.5% | -1.3% |
| 30D | -11.3% | +3.6% | -14.9% | -12.6% |
| 3M | +5.3% | +32.0% | -26.7% | -4.0% |
| 6M | -13.2% | +3.4% | -16.6% | -15.8% |
| YTD | -25.8% | +20.8% | -46.6% | -31.5% |
| 1Y | -34.3% | +22.4% | -56.7% | -39.7% |
| 3Y | -19.9% | +91.7% | -111.7% | -37.2% |
| 5Y | -42.7% | +79.0% | -121.6% | -53.9% |
| All | -44.0% | +14.8% | -58.8% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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