-45.3%
ACHR vs BWA
+107.4%
-152.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | -19.7% | -5.5% | -14.3% | -17.3% |
| 3M | +7.9% | -7.6% | +15.5% | +12.5% |
| 6M | -13.8% | +25.0% | -38.7% | -24.0% |
| YTD | -27.5% | +47.0% | -74.5% | -44.0% |
| 1Y | -33.9% | +54.0% | -87.9% | -50.5% |
| 3Y | -20.0% | +70.7% | -90.6% | -45.7% |
| 5Y | -44.0% | +86.7% | -130.7% | -65.3% |
| All | -45.3% | +107.4% | -152.8% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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