-58.7%
ACHR vs SW
+16.7%
-75.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.2% |
| 7D | -5.1% | +12.1% | -17.1% | -7.7% |
| 30D | -12.7% | +6.6% | -19.3% | -14.1% |
| 3M | -22.4% | -6.0% | -16.4% | -21.3% |
| 6M | -28.6% | +21.5% | -50.1% | -32.0% |
| YTD | -45.2% | +20.3% | -65.5% | -48.0% |
| 1Y | -56.9% | +28.1% | -85.1% | -59.7% |
| 3Y | -24.7% | +51.6% | -76.3% | -31.5% |
| 5Y | -36.8% | -0.1% | -36.7% | -42.0% |
| All | -58.7% | +16.7% | -75.4% | -62.3% |
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