-59.6%
ACHR vs SM
+513.2%
-572.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.1% | -6.8% | -6.9% |
| 7D | -9.2% | +9.4% | -18.6% | -10.5% |
| 30D | -1.0% | -14.4% | +13.4% | +0.8% |
| 3M | -42.2% | +1.6% | -43.7% | -42.8% |
| 6M | -38.2% | +6.3% | -44.5% | -39.9% |
| YTD | -46.4% | +78.8% | -125.2% | -53.4% |
| 1Y | -49.4% | +83.1% | -132.5% | -56.2% |
| 3Y | -22.5% | -5.9% | -16.6% | -26.7% |
| 5Y | -29.8% | +4.8% | -34.6% | -34.7% |
| All | -59.6% | +513.2% | -572.7% | -62.3% |
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