-61.2%
ACHR vs SW
+15.0%
-76.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.6% | -5.7% |
| 7D | -11.6% | +4.7% | -16.3% | -12.6% |
| 30D | -16.8% | +5.0% | -21.8% | -17.8% |
| 3M | -25.6% | -7.3% | -18.2% | -24.2% |
| 6M | -33.7% | +15.0% | -48.7% | -36.0% |
| YTD | -48.5% | +18.5% | -67.1% | -51.0% |
| 1Y | -59.6% | +27.1% | -86.7% | -62.1% |
| 3Y | -29.3% | +49.3% | -78.6% | -35.4% |
| 5Y | -38.5% | -1.6% | -36.8% | -43.3% |
| All | -61.2% | +15.0% | -76.1% | -64.5% |
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