-19.9%
ACHR vs FANG
+45.3%
-65.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.3% | +2.9% | -5.2% | -3.2% |
| 30D | -11.3% | +2.6% | -13.9% | -12.1% |
| 3M | +5.3% | +7.6% | -2.3% | +1.9% |
| 6M | -13.2% | +17.3% | -30.5% | -20.4% |
| YTD | -25.8% | +38.7% | -64.5% | -37.3% |
| 1Y | -34.3% | +51.6% | -85.9% | -47.0% |
| 3Y | -19.9% | +50.0% | -69.9% | -41.2% |
| All | -19.9% | +45.3% | -65.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling