-44.8%
ACHR vs STRL
+2,385.7%
-2,430.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -5.2% |
| 7D | -2.7% | +8.2% | -10.9% | -5.3% |
| 30D | -12.1% | -6.3% | -5.8% | -10.7% |
| 3M | +3.4% | -41.2% | +44.6% | +20.7% |
| 6M | -15.6% | +20.4% | -36.0% | -30.2% |
| YTD | -26.9% | +61.7% | -88.6% | -47.1% |
| 1Y | -34.8% | +72.7% | -107.5% | -54.5% |
| 3Y | -19.2% | +530.9% | -550.2% | -66.9% |
| 5Y | -43.8% | +2,125.4% | -2,169.2% | -85.0% |
| All | -44.8% | +2,385.7% | -2,430.5% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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