+47.6%
STM vs ACHR
-45.8%
+93.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.9% | +0.2% |
| 7D | +1.7% | -2.7% | +4.3% | +2.1% |
| 30D | -5.2% | -12.1% | +7.0% | -3.2% |
| 3M | -29.6% | +3.4% | -33.0% | -30.7% |
| 6M | +54.4% | -15.6% | +70.0% | +57.0% |
| YTD | +99.5% | -26.9% | +126.4% | +106.9% |
| 1Y | +100.8% | -34.8% | +135.5% | +109.4% |
| 3Y | +20.2% | -19.2% | +39.4% | +9.7% |
| 5Y | +21.1% | -43.8% | +64.9% | -2.8% |
| All | +47.6% | -45.8% | +93.5% | +16.9% |
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 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