+102.6%
BAC vs ACHR
-52.1%
+154.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | -1.9% | +18.0% | -19.8% | -3.3% |
| 30D | -7.2% | +3.6% | -10.8% | -7.6% |
| 3M | -20.4% | -28.4% | +8.0% | -18.5% |
| 6M | +1.3% | -25.7% | +27.0% | +2.6% |
| YTD | -6.4% | -35.4% | +29.0% | -4.5% |
| 1Y | -3.5% | -45.6% | +42.1% | -0.3% |
| 3Y | +96.7% | -2.2% | +98.9% | +83.1% |
| 5Y | +20.6% | -20.3% | +40.9% | +4.4% |
| All | +102.6% | -52.1% | +154.7% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling