-20.6%
BA vs ACHR
-52.1%
+31.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -1.4% | +18.0% | -19.4% | -3.7% |
| 30D | -7.9% | +3.6% | -11.5% | -8.7% |
| 3M | -25.2% | -28.4% | +3.3% | -22.4% |
| 6M | -26.7% | -25.7% | -1.0% | -25.1% |
| YTD | -19.6% | -35.4% | +15.8% | -16.9% |
| 1Y | -10.6% | -45.6% | +35.0% | -5.8% |
| 3Y | -11.2% | -2.2% | -9.0% | -20.2% |
| 5Y | -20.4% | -20.3% | -0.1% | -36.0% |
| All | -20.6% | -52.1% | +31.5% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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