-42.7%
ACHR vs STT
+230.3%
-273.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -1.0% |
| 7D | -0.7% | +0.5% | -1.2% | -1.0% |
| 30D | +9.8% | +3.9% | +6.0% | +6.6% |
| 3M | -10.5% | +20.0% | -30.5% | -21.9% |
| 6M | -15.5% | +55.3% | -70.8% | -39.2% |
| YTD | -24.1% | +53.3% | -77.4% | -44.9% |
| 1Y | -32.4% | +74.7% | -107.1% | -55.1% |
| 3Y | -11.6% | +205.8% | -217.4% | -58.0% |
| 5Y | -42.9% | +145.0% | -187.9% | -72.0% |
| All | -42.7% | +230.3% | -273.1% | -72.8% |
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