-20.3%
ACHR vs SM
-0.4%
-19.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.6% | -2.4% | +1.9% |
| 7D | +18.0% | +0.3% | +17.6% | +17.9% |
| 30D | +3.6% | -17.3% | +21.0% | +7.4% |
| 3M | -28.4% | -3.6% | -24.8% | -28.9% |
| 6M | -25.7% | +2.9% | -28.6% | -28.6% |
| YTD | -35.4% | +70.2% | -105.6% | -48.2% |
| 1Y | -45.6% | +66.5% | -112.1% | -56.2% |
| 3Y | -2.2% | -8.2% | +6.0% | -10.3% |
| 5Y | -20.3% | -1.5% | -18.9% | -30.1% |
| All | -20.3% | -0.4% | -19.9% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling