-59.6%
ACHR vs BWA
+60.7%
-120.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.2% | -6.7% | -6.8% |
| 7D | -9.2% | +4.3% | -13.5% | -11.2% |
| 30D | -1.0% | -13.0% | +12.0% | +7.3% |
| 3M | -42.2% | -24.8% | -17.4% | -32.3% |
| 6M | -38.2% | -23.5% | -14.7% | -28.2% |
| YTD | -46.4% | +13.8% | -60.3% | -52.2% |
| 1Y | -49.4% | +13.4% | -62.8% | -54.8% |
| 3Y | -22.5% | +62.8% | -85.3% | -45.2% |
| 5Y | -29.8% | +28.5% | -58.3% | -49.4% |
| All | -59.6% | +60.7% | -120.3% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling