-19.2%
ACHR vs STT
+108.7%
-127.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +5.6% |
| 7D | +15.3% | +0.9% | +14.4% | +14.6% |
| 30D | -3.0% | -2.3% | -0.7% | -0.6% |
| 3M | -14.0% | -7.0% | -7.0% | -8.4% |
| 6M | -25.8% | +15.5% | -41.3% | -34.8% |
| YTD | -36.0% | +35.6% | -71.6% | -51.2% |
| 1Y | -41.2% | +47.9% | -89.1% | -58.3% |
| 3Y | -8.6% | +181.1% | -189.6% | -60.0% |
| All | -19.2% | +108.7% | -127.9% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling