+1.5%
SMR vs ACHR
+74.1%
-72.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.2% |
| 7D | +4.7% | -5.4% | +10.1% | +7.2% |
| 30D | +3.2% | -19.7% | +23.0% | +12.8% |
| 3M | +9.9% | +7.9% | +2.0% | +5.3% |
| 6M | -15.1% | -13.8% | -1.4% | -9.4% |
| YTD | -27.9% | -27.5% | -0.4% | -16.9% |
| 1Y | -70.2% | -33.9% | -36.3% | -63.6% |
| 3Y | +72.5% | -20.0% | +92.4% | +91.8% |
| All | +1.5% | +74.1% | -72.6% | +3.2% |
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