-52.8%
ACHR vs STRL
+1,353.6%
-1,406.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +14.0% | -19.8% | +33.9% | +21.1% |
| 30D | -5.0% | -43.6% | +38.5% | +13.3% |
| 3M | -24.8% | -45.2% | +20.5% | -10.5% |
| 6M | -27.3% | -65.7% | +38.4% | -1.0% |
| YTD | -37.4% | -5.4% | -31.9% | -47.0% |
| 1Y | -44.3% | -24.7% | -19.6% | -48.3% |
| 3Y | -5.2% | +335.0% | -340.3% | -56.8% |
| 5Y | -20.8% | +915.3% | -936.1% | -74.6% |
| All | -52.8% | +1,353.6% | -1,406.4% | -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