-45.3%
ACHR vs STZ
-37.2%
-8.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.8% |
| 7D | -5.4% | -4.1% | -1.3% | -3.7% |
| 30D | -19.7% | -7.6% | -12.1% | -17.0% |
| 3M | +7.9% | -12.3% | +20.2% | +13.7% |
| 6M | -13.8% | -16.3% | +2.5% | -8.2% |
| YTD | -27.5% | -8.4% | -19.2% | -27.8% |
| 1Y | -33.9% | -10.8% | -23.1% | -33.5% |
| 3Y | -20.0% | -49.0% | +29.0% | +14.1% |
| 5Y | -44.0% | -36.5% | -7.5% | -27.3% |
| All | -45.3% | -37.2% | -8.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling