-17.0%
ACHR vs BURL
+86.7%
-103.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.6% | +16.3% | +15.4% |
| 7D | +5.7% | +4.1% | +1.6% | +3.8% |
| 30D | -4.9% | -9.5% | +4.5% | -1.1% |
| 3M | -15.1% | -33.5% | +18.4% | -0.1% |
| 6M | -30.7% | -22.1% | -8.6% | -24.8% |
| YTD | -41.0% | -14.6% | -26.4% | -38.9% |
| 1Y | -50.0% | -8.4% | -41.6% | -50.7% |
| 3Y | -17.0% | +86.6% | -103.6% | -28.6% |
| All | -17.0% | +86.7% | -103.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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