-14.4%
ACHR vs SM
-2.8%
-11.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.3% |
| 7D | +4.9% | -0.2% | +5.0% | +4.9% |
| 30D | +4.3% | +31.5% | -27.2% | -1.8% |
| 3M | +1.7% | +17.3% | -15.6% | -2.9% |
| 6M | -6.9% | +48.5% | -55.4% | -19.8% |
| YTD | -22.5% | +106.3% | -128.7% | -41.4% |
| 1Y | -31.5% | +47.3% | -78.8% | -41.9% |
| 3Y | -14.4% | -1.4% | -13.0% | -27.4% |
| All | -14.4% | -2.8% | -11.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling