+59.8%
SAP vs ACHR
-6.7%
+66.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +9.0% | +9.8% | -0.8% | +8.2% |
| 3M | +14.9% | -10.5% | +25.4% | +15.3% |
| 6M | +11.9% | -15.5% | +27.4% | +12.5% |
| YTD | -9.9% | -24.1% | +14.2% | -9.0% |
| 1Y | -19.5% | -32.4% | +12.9% | -18.6% |
| All | +59.8% | -6.7% | +66.5% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling