-42.7%
ACHR vs SFM
+299.2%
-341.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.3% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +9.8% | -4.4% | +14.2% | +10.2% |
| 3M | -10.5% | +1.5% | -12.0% | -11.2% |
| 6M | -15.5% | +6.5% | -22.0% | -17.5% |
| YTD | -24.1% | +2.2% | -26.2% | -25.4% |
| 1Y | -32.4% | -41.9% | +9.5% | -26.7% |
| 3Y | -11.6% | +106.8% | -118.4% | -14.7% |
| 5Y | -42.9% | +231.6% | -274.5% | -45.9% |
| All | -42.7% | +299.2% | -341.9% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling