-45.3%
ACHR vs SFM
+254.1%
-299.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -5.4% | -8.8% | +3.4% | -4.2% |
| 30D | -19.7% | -14.5% | -5.3% | -18.2% |
| 3M | +7.9% | -16.8% | +24.8% | +10.2% |
| 6M | -13.8% | -5.3% | -8.4% | -14.3% |
| YTD | -27.5% | -9.4% | -18.2% | -27.7% |
| 1Y | -33.9% | -46.2% | +12.2% | -27.8% |
| 3Y | -20.0% | +81.3% | -101.2% | -21.5% |
| 5Y | -44.0% | +211.9% | -255.9% | -45.7% |
| All | -45.3% | +254.1% | -299.4% | -46.5% |
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