+77.3%
SO vs ACHR
-21.9%
+99.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +1.3% |
| 7D | -1.1% | +15.3% | -16.4% | -1.2% |
| 30D | +8.6% | -3.0% | +11.6% | +8.6% |
| 3M | +1.8% | -14.0% | +15.7% | +1.9% |
| 6M | +3.6% | -25.8% | +29.4% | +3.8% |
| YTD | +9.9% | -36.0% | +46.0% | +10.3% |
| 1Y | +5.7% | -41.2% | +46.9% | +6.1% |
| 3Y | +52.5% | -8.6% | +61.1% | +49.7% |
| 5Y | +77.3% | -20.6% | +97.9% | +74.4% |
| All | +77.3% | -21.9% | +99.2% | +74.4% |
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