-59.6%
ACHR vs SMTC
+59.2%
-118.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.9% | -5.5% |
| 7D | -9.2% | +11.0% | -20.3% | -12.4% |
| 30D | -1.0% | -28.5% | +27.5% | +9.4% |
| 3M | -42.2% | -14.2% | -28.0% | -42.1% |
| 6M | -38.2% | -18.0% | -20.2% | -39.1% |
| YTD | -46.4% | +55.5% | -101.9% | -59.9% |
| 1Y | -49.4% | +69.5% | -118.9% | -63.4% |
| 3Y | -22.5% | +699.7% | -722.2% | -76.1% |
| 5Y | -29.8% | +27.4% | -57.2% | -53.9% |
| All | -59.6% | +59.2% | -118.7% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling