-51.3%
ACHR vs STT
+197.7%
-249.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.5% | +1.7% | +2.1% |
| 7D | +18.0% | +0.4% | +17.5% | +17.8% |
| 30D | +3.6% | -0.4% | +4.1% | +4.4% |
| 3M | -28.4% | -6.5% | -21.9% | -24.8% |
| 6M | -25.7% | +17.2% | -42.9% | -34.0% |
| YTD | -35.4% | +38.2% | -73.6% | -49.2% |
| 1Y | -45.6% | +49.3% | -94.9% | -59.5% |
| 3Y | -2.2% | +181.9% | -184.1% | -50.4% |
| 5Y | -20.3% | +106.9% | -127.2% | -57.6% |
| All | -51.3% | +197.7% | -249.0% | -74.9% |
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