+11.1%
SMR vs ACHR
+86.3%
-75.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.1% | +13.2% | +14.4% |
| 7D | +21.4% | +4.9% | +16.5% | +19.2% |
| 30D | +13.8% | +4.3% | +9.6% | +11.1% |
| 3M | +3.9% | +1.7% | +2.2% | +2.1% |
| 6M | -4.2% | -6.9% | +2.7% | -0.9% |
| YTD | -21.1% | -22.5% | +1.4% | -11.5% |
| 1Y | -67.1% | -31.5% | -35.6% | -60.5% |
| 3Y | +88.9% | -14.4% | +103.2% | +104.4% |
| All | +11.1% | +86.3% | -75.1% | +10.0% |
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