-14.4%
ACHR vs SFM
+96.9%
-111.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +3.3% |
| 7D | +4.9% | -5.8% | +10.7% | +5.9% |
| 30D | +4.3% | -11.4% | +15.6% | +6.3% |
| 3M | +1.7% | -12.2% | +13.9% | +3.6% |
| 6M | -6.9% | -5.2% | -1.7% | -7.8% |
| YTD | -22.5% | -4.5% | -18.0% | -23.8% |
| 1Y | -31.5% | -45.4% | +13.9% | -18.2% |
| 3Y | -14.4% | +91.1% | -105.5% | -39.5% |
| All | -14.4% | +96.9% | -111.3% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling