-20.6%
ACHR vs BURL
-12.4%
-8.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +6.5% |
| 7D | +15.3% | +7.7% | +7.6% | +11.6% |
| 30D | -3.0% | -7.1% | +4.1% | 0.0% |
| 3M | -14.0% | -30.3% | +16.3% | -0.3% |
| 6M | -25.8% | -15.5% | -10.2% | -22.0% |
| YTD | -36.0% | -11.0% | -25.1% | -34.7% |
| 1Y | -41.2% | -8.4% | -32.8% | -41.3% |
| 3Y | -8.6% | +96.7% | -105.2% | -36.1% |
| 5Y | -20.6% | -14.1% | -6.6% | -29.5% |
| All | -20.6% | -12.4% | -8.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling