-27.7%
ACHR vs SIMO
+154.7%
-182.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.2% | +10.6% | +13.6% |
| 7D | +5.7% | -22.0% | +27.7% | +12.7% |
| 30D | -4.9% | -43.0% | +38.1% | +9.9% |
| 3M | -15.1% | -39.1% | +24.0% | -5.9% |
| 6M | -30.7% | -33.3% | +2.5% | -27.4% |
| YTD | -41.0% | +77.0% | -117.9% | -60.5% |
| 1Y | -50.0% | +73.0% | -123.0% | -66.1% |
| 3Y | -17.0% | +215.7% | -232.7% | -57.6% |
| All | -27.7% | +154.7% | -182.4% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling