-20.6%
ACHR vs STRL
+916.0%
-936.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +15.0% | -6.6% | +2.9% |
| 7D | +15.3% | -13.3% | +28.7% | +19.4% |
| 30D | -3.0% | -43.3% | +40.3% | +17.0% |
| 3M | -14.0% | -46.9% | +32.9% | +4.7% |
| 6M | -25.8% | -65.6% | +39.8% | +3.2% |
| YTD | -36.0% | -5.1% | -31.0% | -47.9% |
| 1Y | -41.2% | -23.1% | -18.1% | -47.2% |
| 3Y | -8.6% | +346.8% | -355.4% | -66.1% |
| 5Y | -20.6% | +907.2% | -927.8% | -82.1% |
| All | -20.6% | +916.0% | -936.6% | -82.1% |
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