-5.2%
ACHR vs STZ
-34.1%
+28.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +14.0% | +5.3% | +8.7% | +11.9% |
| 30D | -5.0% | +19.6% | -24.6% | -11.7% |
| 3M | -24.8% | +10.0% | -34.7% | -27.8% |
| 6M | -27.3% | -0.3% | -27.1% | -27.8% |
| YTD | -37.4% | +8.6% | -45.9% | -42.6% |
| 1Y | -44.3% | +16.6% | -60.8% | -51.5% |
| 3Y | -5.2% | -34.8% | +29.6% | +31.9% |
| All | -5.2% | -34.1% | +28.8% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling