+57.4%
STM vs ACHR
-16.4%
+73.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.2% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | -1.0% | +9.8% | -10.8% | -6.1% |
| 3M | -33.3% | -10.5% | -22.8% | -30.3% |
| 6M | +57.4% | -15.5% | +72.9% | +80.4% |
| All | +57.4% | -16.4% | +73.8% | +80.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling