-45.3%
ACHR vs SMTC
+121.0%
-166.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.1% |
| 7D | -5.4% | +17.5% | -22.9% | -11.0% |
| 30D | -19.7% | +21.3% | -41.0% | -26.9% |
| 3M | +7.9% | +3.1% | +4.8% | +2.0% |
| 6M | -13.8% | +81.7% | -95.5% | -36.0% |
| YTD | -27.5% | +115.9% | -143.5% | -50.1% |
| 1Y | -33.9% | +157.8% | -191.8% | -58.3% |
| 3Y | -20.0% | +557.3% | -577.3% | -71.8% |
| 5Y | -44.0% | +114.7% | -158.7% | -67.8% |
| All | -45.3% | +121.0% | -166.3% | -68.0% |
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