-42.7%
ACHR vs STRL
+2,342.2%
-2,384.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -2.8% |
| 7D | -0.7% | +3.4% | -4.1% | -1.9% |
| 30D | +9.8% | -9.2% | +19.0% | +12.7% |
| 3M | -10.5% | -51.0% | +40.5% | +11.9% |
| 6M | -15.5% | +15.8% | -31.3% | -29.0% |
| YTD | -24.1% | +58.9% | -82.9% | -44.8% |
| 1Y | -32.4% | +68.5% | -100.9% | -52.4% |
| 3Y | -11.6% | +485.2% | -496.8% | -62.8% |
| 5Y | -42.9% | +2,005.1% | -2,048.0% | -84.6% |
| All | -42.7% | +2,342.2% | -2,384.9% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling