-51.3%
ACHR vs STLA
-62.8%
+11.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.5% | +6.7% | +5.1% |
| 7D | +18.0% | -11.6% | +29.6% | +25.9% |
| 30D | +3.6% | -6.2% | +9.8% | +6.4% |
| 3M | -28.4% | -24.6% | -3.8% | -17.8% |
| 6M | -25.7% | -44.9% | +19.2% | +0.9% |
| YTD | -35.4% | -62.3% | +26.9% | +3.5% |
| 1Y | -45.6% | -61.8% | +16.2% | -13.9% |
| 3Y | -2.2% | -75.3% | +73.1% | +96.3% |
| 5Y | -20.3% | -72.5% | +52.2% | +33.6% |
| All | -51.3% | -62.8% | +11.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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