-20.3%
ACHR vs SFM
+111.2%
-131.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +2.7% |
| 7D | +18.0% | -7.1% | +25.0% | +19.0% |
| 30D | +3.6% | -21.4% | +25.0% | +6.3% |
| 3M | -28.4% | -40.1% | +11.7% | -23.7% |
| 6M | -25.7% | -38.0% | +12.3% | -21.8% |
| YTD | -35.4% | -36.5% | +1.2% | -32.8% |
| 1Y | -45.6% | -35.2% | -10.4% | -43.9% |
| 3Y | -2.2% | +23.5% | -25.7% | -2.2% |
| 5Y | -20.3% | +109.7% | -130.0% | -24.6% |
| All | -20.3% | +111.2% | -131.5% | -24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling