+81.4%
SO vs ACHR
-43.7%
+125.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -0.2% | -0.7% | +0.5% | -0.2% |
| 30D | -4.6% | +9.8% | -14.4% | -4.7% |
| 3M | -3.0% | -10.5% | +7.5% | -3.0% |
| 6M | -8.3% | -15.5% | +7.3% | -8.2% |
| YTD | +3.5% | -24.1% | +27.6% | +3.7% |
| 1Y | -0.9% | -32.4% | +31.5% | -0.7% |
| 3Y | +45.4% | -11.6% | +57.0% | +42.7% |
| 5Y | +59.6% | -42.9% | +102.5% | +58.1% |
| All | +81.4% | -43.7% | +125.1% | +78.9% |
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