-43.8%
ACHR vs SM
+119.2%
-163.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.8% |
| 7D | -2.7% | -0.2% | -2.4% | -2.6% |
| 30D | -12.1% | +20.3% | -32.4% | -15.8% |
| 3M | +3.4% | +22.9% | -19.5% | -2.8% |
| 6M | -15.6% | +47.8% | -63.5% | -26.0% |
| YTD | -26.9% | +107.5% | -134.3% | -42.1% |
| 1Y | -34.8% | +51.7% | -86.5% | -44.1% |
| 3Y | -19.2% | -0.9% | -18.4% | -26.0% |
| 5Y | -43.8% | +112.2% | -156.0% | -43.0% |
| All | -43.8% | +119.2% | -163.0% | -43.0% |
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