-51.8%
ACHR vs SIMO
+321.8%
-373.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.7% | +6.8% |
| 7D | +15.3% | -8.2% | +23.5% | +17.6% |
| 30D | -3.0% | -34.6% | +31.6% | +7.3% |
| 3M | -14.0% | -32.6% | +18.7% | -7.7% |
| 6M | -25.8% | -31.8% | +6.0% | -22.6% |
| YTD | -36.0% | +87.6% | -123.7% | -55.2% |
| 1Y | -41.2% | +86.7% | -127.9% | -58.7% |
| 3Y | -8.6% | +227.4% | -236.0% | -48.3% |
| 5Y | -20.6% | +173.0% | -193.6% | -53.3% |
| All | -51.8% | +321.8% | -373.6% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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