+220.4%
BKR vs ACHR
-45.0%
+265.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.7% |
| 7D | -7.0% | -2.3% | -4.7% | -6.8% |
| 30D | -8.1% | -11.3% | +3.2% | -7.4% |
| 3M | -6.6% | +5.3% | -11.9% | -7.6% |
| 6M | +0.9% | -13.2% | +14.1% | +1.0% |
| YTD | +31.1% | -25.8% | +56.9% | +32.5% |
| 1Y | +27.7% | -34.3% | +62.0% | +29.5% |
| 3Y | +71.2% | -19.9% | +91.2% | +64.4% |
| 5Y | +177.6% | -42.7% | +220.3% | +160.9% |
| All | +220.4% | -45.0% | +265.5% | +186.7% |
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