-30.5%
ACHR vs SBAC
-39.6%
+9.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.5% |
| 7D | -9.2% | +0.6% | -9.9% | -9.5% |
| 30D | -1.0% | +5.5% | -6.5% | -3.3% |
| 3M | -42.2% | +3.1% | -45.3% | -43.1% |
| 6M | -38.2% | -7.0% | -31.2% | -37.3% |
| YTD | -46.4% | +0.5% | -46.9% | -48.4% |
| 1Y | -49.4% | +0.2% | -49.6% | -51.2% |
| 3Y | -22.5% | -7.4% | -15.1% | -25.0% |
| All | -30.5% | -39.6% | +9.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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