-43.8%
ACHR vs SFM
+217.9%
-261.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.9% | -1.7% | -5.0% |
| 7D | -2.7% | -7.2% | +4.5% | -1.5% |
| 30D | -12.1% | -14.3% | +2.2% | -10.2% |
| 3M | +3.4% | -13.7% | +17.1% | +5.2% |
| 6M | -15.6% | -6.0% | -9.6% | -16.2% |
| YTD | -26.9% | -8.2% | -18.6% | -27.2% |
| 1Y | -34.8% | -46.2% | +11.5% | -27.2% |
| 3Y | -19.2% | +83.6% | -102.8% | -24.1% |
| 5Y | -43.8% | +212.7% | -256.5% | -55.4% |
| All | -43.8% | +217.9% | -261.6% | -55.4% |
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