+22.5%
STM vs ACHR
-41.7%
+64.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | +5.2% | +4.9% | +0.3% | +4.3% |
| 30D | -7.4% | +4.3% | -11.7% | -8.6% |
| 3M | -30.6% | +1.7% | -32.4% | -31.6% |
| 6M | +66.4% | -6.9% | +73.2% | +66.3% |
| YTD | +101.1% | -22.5% | +123.6% | +106.5% |
| 1Y | +97.4% | -31.5% | +128.9% | +104.2% |
| 3Y | +21.1% | -14.4% | +35.5% | +9.2% |
| 5Y | +22.5% | -41.6% | +64.1% | -4.1% |
| All | +22.5% | -41.7% | +64.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling