+78.0%
SPYM vs ACHR
-19.2%
+97.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.5% | +0.2% |
| 7D | +2.6% | -9.2% | +11.8% | +3.3% |
| 30D | -2.0% | -1.0% | -1.0% | -2.1% |
| 3M | -2.8% | -42.2% | +39.4% | +1.3% |
| 6M | +2.2% | -38.2% | +40.3% | +5.1% |
| YTD | +11.5% | -46.4% | +57.9% | +15.4% |
| 1Y | +13.5% | -49.4% | +62.9% | +17.8% |
| 3Y | +78.0% | -22.5% | +100.5% | +75.3% |
| All | +78.0% | -19.2% | +97.3% | +75.3% |
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