+123.8%
SPYM vs ACHR
-45.0%
+168.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.6% |
| 7D | -0.8% | -2.3% | +1.5% | -0.6% |
| 30D | -1.1% | -11.3% | +10.2% | -0.2% |
| 3M | +3.9% | +5.3% | -1.4% | +2.8% |
| 6M | +13.6% | -13.2% | +26.8% | +13.9% |
| YTD | +12.7% | -25.8% | +38.5% | +14.0% |
| 1Y | +17.6% | -34.3% | +51.9% | +19.3% |
| 3Y | +77.2% | -19.9% | +97.2% | +68.6% |
| 5Y | +84.1% | -42.7% | +126.8% | +64.2% |
| All | +123.8% | -45.0% | +168.9% | +95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling