-56.6%
ACHR vs SIMO
+340.2%
-396.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -2.3% | -8.6% | -10.3% |
| 7D | +11.9% | +14.9% | -3.0% | +8.1% |
| 30D | -2.5% | -27.0% | +24.5% | +4.8% |
| 3M | -31.2% | -25.4% | -5.8% | -27.6% |
| 6M | -32.2% | -30.3% | -2.0% | -29.7% |
| YTD | -42.4% | +95.8% | -138.2% | -60.1% |
| 1Y | -49.9% | +100.0% | -150.0% | -65.6% |
| 3Y | -12.9% | +238.3% | -251.1% | -51.2% |
| 5Y | -24.6% | +187.6% | -212.1% | -56.1% |
| All | -56.6% | +340.2% | -396.8% | -76.4% |
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