-44.0%
ACHR vs SITM
+176.0%
-220.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.7% |
| 7D | -5.4% | +4.8% | -10.2% | -7.2% |
| 30D | -19.7% | -9.7% | -10.0% | -17.4% |
| 3M | +7.9% | -9.3% | +17.2% | +7.2% |
| 6M | -13.8% | +69.5% | -83.3% | -35.8% |
| YTD | -27.5% | +70.5% | -98.0% | -47.8% |
| 1Y | -33.9% | +145.3% | -179.2% | -60.1% |
| 3Y | -20.0% | +432.8% | -452.8% | -68.8% |
| 5Y | -44.0% | +174.0% | -218.0% | -76.4% |
| All | -44.0% | +176.0% | -220.0% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling