+76.8%
SPYM vs ACHR
-20.7%
+97.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.7% | +5.2% | 0.0% |
| 7D | -0.4% | -2.7% | +2.3% | -0.1% |
| 30D | -1.4% | -12.1% | +10.8% | -0.5% |
| 3M | +3.7% | +3.4% | +0.3% | +2.7% |
| 6M | +13.0% | -15.6% | +28.7% | +13.5% |
| YTD | +12.5% | -26.9% | +39.3% | +13.9% |
| 1Y | +18.6% | -34.8% | +53.4% | +20.3% |
| All | +76.8% | -20.7% | +97.6% | +74.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling