-5.2%
ACHR vs STLA
-74.3%
+69.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.2% |
| 7D | +14.0% | -4.9% | +19.0% | +17.0% |
| 30D | -5.0% | -4.9% | -0.1% | -3.0% |
| 3M | -24.8% | -23.7% | -1.1% | -14.4% |
| 6M | -27.3% | -45.0% | +17.6% | -2.0% |
| YTD | -37.4% | -60.9% | +23.5% | -1.9% |
| 1Y | -44.3% | -58.9% | +14.6% | -16.0% |
| 3Y | -5.2% | -74.4% | +69.2% | +67.4% |
| All | -5.2% | -74.3% | +69.0% | +67.4% |
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