+82.6%
SMR vs ACHR
-20.7%
+103.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.7% | +2.4% | +0.3% |
| 7D | +13.1% | -2.7% | +15.7% | +15.2% |
| 30D | +17.8% | -12.1% | +29.9% | +27.4% |
| 3M | +8.1% | +3.4% | +4.7% | +2.6% |
| 6M | -11.1% | -15.6% | +4.5% | -1.9% |
| YTD | -23.7% | -26.9% | +3.1% | -6.8% |
| 1Y | -69.4% | -34.8% | -34.7% | -59.0% |
| All | +82.6% | -20.7% | +103.4% | +109.6% |
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