+56.8%
SAP vs ACHR
-41.7%
+98.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -0.3% | +4.9% | -5.1% | -0.7% |
| 30D | +2.6% | +4.3% | -1.7% | +2.1% |
| 3M | +16.3% | +1.7% | +14.5% | +15.3% |
| 6M | +6.4% | -6.9% | +13.3% | +6.0% |
| YTD | -11.4% | -22.5% | +11.1% | -10.7% |
| 1Y | -20.4% | -31.5% | +11.1% | -19.5% |
| 3Y | +56.5% | -14.4% | +70.9% | +45.7% |
| 5Y | +56.8% | -41.6% | +98.4% | +35.9% |
| All | +56.8% | -41.7% | +98.5% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling