-56.6%
ACHR vs SMTC
+65.9%
-122.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.6% | -6.3% | -9.3% |
| 7D | +11.9% | +30.5% | -18.6% | +2.2% |
| 30D | -2.5% | -30.9% | +28.4% | +9.0% |
| 3M | -31.2% | -14.7% | -16.5% | -31.0% |
| 6M | -32.2% | -9.6% | -22.7% | -35.6% |
| YTD | -42.4% | +62.1% | -104.5% | -57.5% |
| 1Y | -49.9% | +66.6% | -116.5% | -63.5% |
| 3Y | -12.9% | +718.1% | -731.0% | -73.3% |
| 5Y | -24.6% | +32.8% | -57.4% | -51.2% |
| All | -56.6% | +65.9% | -122.5% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling