+72.9%
BAC vs ACHR
-41.7%
+114.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | +1.2% | +4.9% | -3.7% | +0.7% |
| 30D | -0.7% | +4.3% | -5.0% | -1.4% |
| 3M | +16.9% | +1.7% | +15.2% | +15.8% |
| 6M | +29.6% | -6.9% | +36.5% | +28.9% |
| YTD | +15.3% | -22.5% | +37.7% | +16.2% |
| 1Y | +28.8% | -31.5% | +60.3% | +30.2% |
| 3Y | +136.4% | -14.4% | +150.8% | +121.5% |
| 5Y | +72.9% | -41.6% | +114.6% | +48.0% |
| All | +72.9% | -41.7% | +114.6% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling