+28.2%
STM vs ACHR
-53.6%
+81.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.7% |
| 7D | -7.9% | +14.0% | -22.0% | -10.1% |
| 30D | -14.1% | -5.0% | -9.1% | -13.4% |
| 3M | -17.6% | -24.8% | +7.1% | -13.8% |
| 6M | -24.2% | -27.3% | +3.1% | -20.8% |
| YTD | +73.3% | -37.4% | +110.7% | +84.3% |
| 1Y | +90.1% | -44.3% | +134.4% | +105.5% |
| 3Y | +10.3% | -5.2% | +15.6% | -1.4% |
| 5Y | -5.7% | -20.8% | +15.1% | -26.6% |
| All | +28.2% | -53.6% | +81.8% | +4.1% |
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