-59.6%
ACHR vs SFM
+155.4%
-214.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.3% | -7.1% |
| 7D | -9.2% | +6.0% | -15.3% | -9.8% |
| 30D | -1.0% | -19.5% | +18.5% | +0.9% |
| 3M | -42.2% | -37.0% | -5.2% | -39.2% |
| 6M | -38.2% | -41.0% | +2.8% | -34.7% |
| YTD | -46.4% | -34.6% | -11.8% | -44.8% |
| 1Y | -49.4% | -36.3% | -13.1% | -47.6% |
| 3Y | -22.5% | +24.5% | -47.0% | -21.2% |
| 5Y | -29.8% | +115.9% | -145.7% | -29.6% |
| All | -59.6% | +155.4% | -214.9% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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