+19.7%
STM vs ACHR
-56.3%
+76.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.7% | -10.3% | +1.7% |
| 7D | -10.7% | +5.7% | -16.5% | -11.7% |
| 30D | -25.7% | -4.9% | -20.8% | -25.1% |
| 3M | -21.6% | -15.1% | -6.5% | -19.9% |
| 6M | -27.8% | -30.7% | +2.9% | -23.8% |
| YTD | +61.8% | -41.0% | +102.7% | +73.9% |
| 1Y | +78.1% | -50.0% | +128.1% | +96.1% |
| 3Y | +4.9% | -17.0% | +21.9% | -4.2% |
| 5Y | -14.3% | -29.4% | +15.2% | -32.1% |
| All | +19.7% | -56.3% | +76.0% | -1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling