-42.7%
ACHR vs BURL
+8.8%
-51.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.9% |
| 7D | -0.7% | -2.8% | +2.1% | +0.3% |
| 30D | +9.8% | -28.2% | +38.0% | +25.3% |
| 3M | -10.5% | -17.6% | +7.1% | -3.9% |
| 6M | -15.5% | -11.8% | -3.8% | -12.8% |
| YTD | -24.1% | -8.1% | -15.9% | -23.1% |
| 1Y | -32.4% | -12.0% | -20.5% | -31.2% |
| 3Y | -11.6% | +63.3% | -74.9% | -31.2% |
| 5Y | -42.9% | -10.8% | -32.1% | -50.2% |
| All | -42.7% | +8.8% | -51.5% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling