-56.6%
ACHR vs STLA
-65.1%
+8.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -6.1% | -4.8% | -7.6% |
| 7D | +11.9% | -13.1% | +24.9% | +20.7% |
| 30D | -2.5% | -13.3% | +10.8% | +4.8% |
| 3M | -31.2% | -27.9% | -3.3% | -18.9% |
| 6M | -32.2% | -47.8% | +15.6% | -5.1% |
| YTD | -42.4% | -64.6% | +22.1% | -4.4% |
| 1Y | -49.9% | -64.0% | +14.1% | -18.0% |
| 3Y | -12.9% | -76.8% | +64.0% | +81.3% |
| 5Y | -24.6% | -74.2% | +49.6% | +31.1% |
| All | -56.6% | -65.1% | +8.5% | -27.7% |
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