-42.7%
ACHR vs SW
+18.4%
-61.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.2% |
| 7D | -0.7% | -5.1% | +4.4% | +0.5% |
| 30D | +9.8% | -4.6% | +14.4% | +11.1% |
| 3M | -10.5% | +9.4% | -19.9% | -12.6% |
| 6M | -15.5% | +3.5% | -19.0% | -16.7% |
| YTD | -24.1% | +22.0% | -46.1% | -28.1% |
| 1Y | -32.4% | +2.2% | -34.6% | -33.8% |
| 3Y | -11.6% | +19.6% | -31.2% | -17.1% |
| 5Y | -42.9% | -2.3% | -40.6% | -47.4% |
| All | -42.7% | +18.4% | -61.1% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling