+102.4%
STM vs ACHR
-31.2%
+133.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.1% |
| 7D | +5.2% | +4.9% | +0.3% | +3.9% |
| 30D | -7.4% | +4.3% | -11.7% | -9.3% |
| 3M | -30.6% | +1.7% | -32.4% | -32.1% |
| 6M | +66.4% | -6.9% | +73.2% | +65.5% |
| YTD | +101.1% | -22.5% | +123.6% | +105.8% |
| All | +102.4% | -31.2% | +133.6% | +114.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling