-44.0%
ACHR vs BWA
+86.5%
-130.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.0% |
| 3M | +7.9% | -7.6% | +15.5% | +13.0% |
| 6M | -13.8% | +25.0% | -38.7% | -25.4% |
| YTD | -27.5% | +47.0% | -74.5% | -46.2% |
| 1Y | -33.9% | +54.0% | -87.9% | -52.8% |
| 3Y | -20.0% | +70.7% | -90.6% | -48.9% |
| 5Y | -44.0% | +86.7% | -130.7% | -68.8% |
| All | -44.0% | +86.5% | -130.5% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling