-41.6%
ACHR vs STZ
-36.5%
-5.1%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +4.7% |
| 7D | +4.9% | -7.4% | +12.2% | +8.5% |
| 30D | +4.3% | -10.9% | +15.2% | +9.8% |
| 3M | +1.7% | -13.4% | +15.2% | +7.9% |
| 6M | -6.9% | -16.2% | +9.3% | -1.0% |
| YTD | -22.5% | -10.4% | -12.0% | -22.0% |
| 1Y | -31.5% | -14.8% | -16.7% | -29.3% |
| 3Y | -14.4% | -50.1% | +35.8% | +26.1% |
| 5Y | -41.6% | -38.8% | -2.8% | -27.0% |
| All | -41.6% | -36.5% | -5.1% | -27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling