-27.7%
ACHR vs SW
-2.6%
-25.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.9% | +15.7% | +15.0% |
| 7D | +5.7% | +2.3% | +3.4% | +5.0% |
| 30D | -4.9% | +6.8% | -11.7% | -6.8% |
| 3M | -15.1% | -5.2% | -9.9% | -13.8% |
| 6M | -30.7% | +7.4% | -38.2% | -32.5% |
| YTD | -41.0% | +17.4% | -58.4% | -44.2% |
| 1Y | -50.0% | +27.1% | -77.1% | -53.8% |
| 3Y | -17.0% | +47.9% | -64.9% | -26.1% |
| All | -27.7% | -2.6% | -25.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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