-42.7%
ACHR vs SM
+582.7%
-625.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +9.8% | +26.3% | -16.5% | +6.0% |
| 3M | -10.5% | +8.7% | -19.2% | -12.3% |
| 6M | -15.5% | +51.7% | -67.2% | -23.1% |
| YTD | -24.1% | +99.0% | -123.1% | -34.5% |
| 1Y | -32.4% | +34.6% | -67.0% | -37.7% |
| 3Y | -11.6% | -7.8% | -3.9% | -16.0% |
| 5Y | -42.9% | +104.8% | -147.7% | -46.9% |
| All | -42.7% | +582.7% | -625.4% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling