+33.3%
STM vs ACHR
-57.3%
+90.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.9% | +11.3% | +2.5% |
| 7D | +16.3% | +11.9% | +4.4% | +13.6% |
| 30D | -6.3% | -2.5% | -3.8% | -6.0% |
| 3M | -14.1% | -31.2% | +17.1% | -8.6% |
| 6M | -19.6% | -32.2% | +12.7% | -14.9% |
| YTD | +80.1% | -42.4% | +122.6% | +94.4% |
| 1Y | +95.4% | -49.9% | +145.3% | +115.2% |
| 3Y | +14.7% | -12.9% | +27.6% | +3.9% |
| 5Y | -5.4% | -24.6% | +19.2% | -25.5% |
| All | +33.3% | -57.3% | +90.6% | +9.8% |
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