+34.1%
STM vs ACHR
-60.3%
+94.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +1.9% |
| 7D | +12.0% | -9.2% | +21.2% | +13.8% |
| 30D | -0.4% | -1.0% | +0.6% | -0.3% |
| 3M | -13.2% | -42.2% | +29.0% | -4.6% |
| 6M | -26.1% | -38.2% | +12.1% | -20.5% |
| YTD | +81.2% | -46.4% | +127.6% | +98.0% |
| 1Y | +98.3% | -49.4% | +147.7% | +118.3% |
| 3Y | +16.7% | -22.5% | +39.2% | +8.0% |
| 5Y | -4.8% | -29.8% | +24.9% | -24.1% |
| All | +34.1% | -60.3% | +94.4% | +11.8% |
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