+102.7%
SAP vs ACHR
-56.3%
+159.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +14.7% | -18.9% | -5.3% |
| 7D | -0.7% | +5.7% | -6.4% | -1.3% |
| 30D | +11.1% | -4.9% | +16.0% | +11.3% |
| 3M | +17.0% | -15.1% | +32.1% | +18.1% |
| 6M | +34.8% | -30.7% | +65.6% | +37.5% |
| YTD | -2.2% | -41.0% | +38.7% | +0.5% |
| 1Y | -6.4% | -50.0% | +43.6% | -2.7% |
| 3Y | +75.1% | -17.0% | +92.2% | +63.2% |
| 5Y | +69.8% | -29.4% | +99.2% | +44.2% |
| All | +102.7% | -56.3% | +159.0% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling