-44.8%
ACHR vs SITM
+407.5%
-452.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.1% | -5.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.9% |
| 30D | -12.1% | -14.5% | +2.4% | -8.2% |
| 3M | +3.4% | -10.6% | +13.9% | +3.4% |
| 6M | -15.6% | +65.5% | -81.2% | -34.3% |
| YTD | -26.9% | +67.0% | -93.9% | -44.7% |
| 1Y | -34.8% | +138.6% | -173.4% | -57.5% |
| 3Y | -19.2% | +421.8% | -441.1% | -63.3% |
| 5Y | -43.8% | +172.4% | -216.2% | -72.2% |
| All | -44.8% | +407.5% | -452.4% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling