-14.4%
ACHR vs STLA
-65.4%
+51.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.7% |
| 7D | +4.9% | +0.7% | +4.1% | +4.3% |
| 30D | +4.3% | -2.4% | +6.6% | +5.4% |
| 3M | +1.7% | -23.9% | +25.6% | +16.8% |
| 6M | -6.9% | -24.6% | +17.7% | +7.2% |
| YTD | -22.5% | -50.5% | +28.0% | +8.3% |
| 1Y | -31.5% | -39.8% | +8.4% | -17.9% |
| 3Y | -14.4% | -65.6% | +51.2% | +42.1% |
| All | -14.4% | -65.4% | +51.0% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling