-44.8%
ACHR vs STT
+226.3%
-271.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -2.7% | +1.0% | -3.6% | -3.4% |
| 30D | -12.1% | +2.8% | -14.9% | -14.2% |
| 3M | +3.4% | +18.1% | -14.7% | -8.8% |
| 6M | -15.6% | +59.2% | -74.9% | -40.5% |
| YTD | -26.9% | +51.5% | -78.3% | -46.4% |
| 1Y | -34.8% | +75.7% | -110.4% | -56.8% |
| 3Y | -19.2% | +200.8% | -220.0% | -61.2% |
| 5Y | -43.8% | +155.8% | -199.5% | -72.2% |
| All | -44.8% | +226.3% | -271.1% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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