+104.0%
SAP vs ACHR
-60.3%
+164.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.9% |
| 7D | +0.6% | -9.2% | +9.9% | +1.3% |
| 30D | +6.5% | -1.0% | +7.5% | +6.3% |
| 3M | +12.2% | -42.2% | +54.4% | +16.9% |
| 6M | +46.1% | -38.2% | +84.3% | +50.2% |
| YTD | -1.6% | -46.4% | +44.8% | +1.8% |
| 1Y | -5.1% | -49.4% | +44.3% | -1.5% |
| 3Y | +68.4% | -22.5% | +90.9% | +57.6% |
| 5Y | +79.4% | -29.8% | +109.2% | +52.6% |
| All | +104.0% | -60.3% | +164.2% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling