-51.3%
ACHR vs STZ
-26.3%
-24.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.1% | +3.6% |
| 7D | +18.0% | -0.9% | +18.9% | +18.4% |
| 30D | +3.6% | +14.9% | -11.3% | -3.0% |
| 3M | -28.4% | +8.4% | -36.8% | -31.5% |
| 6M | -25.7% | +2.8% | -28.5% | -28.0% |
| YTD | -35.4% | +7.5% | -42.9% | -40.4% |
| 1Y | -45.6% | +12.5% | -58.2% | -51.4% |
| 3Y | -2.2% | -35.4% | +33.2% | +24.1% |
| 5Y | -20.3% | -29.3% | +9.0% | -2.2% |
| All | -51.3% | -26.3% | -24.9% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling