+81.6%
SAP vs ACHR
-45.8%
+127.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.7% | +4.5% | -0.6% |
| 7D | -0.3% | -2.7% | +2.4% | 0.0% |
| 30D | +0.3% | -12.1% | +12.4% | +1.3% |
| 3M | +16.9% | +3.4% | +13.5% | +15.8% |
| 6M | +6.3% | -15.6% | +22.0% | +6.9% |
| YTD | -12.4% | -26.9% | +14.5% | -11.3% |
| 1Y | -21.6% | -34.8% | +13.1% | -20.4% |
| 3Y | +54.8% | -19.2% | +74.0% | +45.1% |
| 5Y | +56.2% | -43.8% | +99.9% | +33.8% |
| All | +81.6% | -45.8% | +127.4% | +46.8% |
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