-42.7%
ACHR vs SIMO
+526.4%
-569.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -3.1% |
| 7D | -0.7% | +4.2% | -4.9% | -1.9% |
| 30D | +9.8% | +4.1% | +5.7% | +6.9% |
| 3M | -10.5% | -12.9% | +2.4% | -9.9% |
| 6M | -15.5% | +110.3% | -125.9% | -38.0% |
| YTD | -24.1% | +178.6% | -202.6% | -51.1% |
| 1Y | -32.4% | +220.0% | -252.4% | -58.7% |
| 3Y | -11.6% | +409.0% | -420.6% | -54.5% |
| 5Y | -42.9% | +277.3% | -320.2% | -68.9% |
| All | -42.7% | +526.4% | -569.1% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling