-22.5%
ACHR vs SMTC
+698.5%
-721.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.1% | -2.9% | -5.7% |
| 7D | -9.2% | +11.0% | -20.3% | -12.0% |
| 30D | -1.0% | -28.5% | +27.5% | +8.0% |
| 3M | -42.2% | -14.2% | -28.0% | -42.1% |
| 6M | -38.2% | -18.0% | -20.2% | -38.9% |
| YTD | -46.4% | +55.5% | -101.9% | -58.5% |
| 1Y | -49.4% | +69.5% | -118.9% | -62.0% |
| 3Y | -22.5% | +699.7% | -722.2% | -74.4% |
| All | -22.5% | +698.5% | -721.0% | -74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling