-61.2%
ACHR vs BURL
+2.8%
-64.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.1% | -4.9% |
| 7D | -11.6% | +3.5% | -15.1% | -12.9% |
| 30D | -16.8% | -9.3% | -7.5% | -13.5% |
| 3M | -25.6% | -32.1% | +6.5% | -13.5% |
| 6M | -33.7% | -19.8% | -13.9% | -29.0% |
| YTD | -48.5% | -13.2% | -35.4% | -46.9% |
| 1Y | -59.6% | -7.8% | -51.7% | -59.8% |
| 3Y | -29.3% | +89.3% | -118.6% | -48.1% |
| 5Y | -38.5% | -15.8% | -22.7% | -45.0% |
| All | -61.2% | +2.8% | -64.0% | -66.3% |
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