-52.8%
ACHR vs STT
+193.4%
-246.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.4% |
| 7D | +14.0% | +1.1% | +12.9% | +13.3% |
| 30D | -5.0% | -1.9% | -3.1% | -3.3% |
| 3M | -24.8% | -7.6% | -17.2% | -20.3% |
| 6M | -27.3% | +16.0% | -43.3% | -35.0% |
| YTD | -37.4% | +36.2% | -73.6% | -50.2% |
| 1Y | -44.3% | +46.8% | -91.0% | -58.0% |
| 3Y | -5.2% | +177.8% | -183.0% | -51.4% |
| 5Y | -20.8% | +105.8% | -126.7% | -57.4% |
| All | -52.8% | +193.4% | -246.1% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling