-44.8%
ACHR vs SIMO
+578.9%
-623.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.1% | -7.7% | -6.2% |
| 7D | -2.7% | +14.5% | -17.2% | -6.2% |
| 30D | -12.1% | +20.4% | -32.6% | -17.2% |
| 3M | +3.4% | +7.1% | -3.7% | -2.1% |
| 6M | -15.6% | +129.2% | -144.9% | -39.6% |
| YTD | -26.9% | +201.9% | -228.8% | -53.9% |
| 1Y | -34.8% | +235.5% | -270.3% | -60.4% |
| 3Y | -19.2% | +463.8% | -483.1% | -59.6% |
| 5Y | -43.8% | +306.7% | -350.5% | -70.1% |
| All | -44.8% | +578.9% | -623.7% | -72.7% |
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