-41.6%
ACHR vs STRL
+2,093.0%
-2,134.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.1% | +0.9% |
| 7D | +4.9% | +10.1% | -5.3% | +1.1% |
| 30D | +4.3% | -8.2% | +12.5% | +6.8% |
| 3M | +1.7% | -43.7% | +45.4% | +22.3% |
| 6M | -6.9% | +27.1% | -34.0% | -26.8% |
| YTD | -22.5% | +64.0% | -86.5% | -46.7% |
| 1Y | -31.5% | +75.2% | -106.7% | -55.0% |
| 3Y | -14.4% | +539.9% | -554.3% | -70.9% |
| 5Y | -41.6% | +2,133.0% | -2,174.6% | -90.2% |
| All | -41.6% | +2,093.0% | -2,134.7% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling