-44.0%
ACHR vs SITM
+446.9%
-491.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.5% | -3.2% | +0.5% |
| 7D | -2.3% | +3.9% | -6.1% | -3.5% |
| 30D | -11.3% | -6.6% | -4.7% | -9.9% |
| 3M | +5.3% | -11.9% | +17.1% | +5.9% |
| 6M | -13.2% | +81.1% | -94.4% | -34.5% |
| YTD | -25.8% | +80.0% | -105.8% | -45.3% |
| 1Y | -34.3% | +145.8% | -180.1% | -57.5% |
| 3Y | -19.9% | +475.9% | -495.8% | -64.8% |
| 5Y | -42.7% | +189.2% | -231.9% | -72.3% |
| All | -44.0% | +446.9% | -491.0% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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