-44.8%
ACHR vs FDS
-14.9%
-30.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.4% | -2.3% | -4.3% |
| 7D | -2.7% | -8.8% | +6.1% | +0.9% |
| 30D | -12.1% | -1.4% | -10.8% | -11.7% |
| 3M | +3.4% | +13.9% | -10.5% | -3.9% |
| 6M | -15.6% | +27.4% | -43.0% | -27.1% |
| YTD | -26.9% | -2.5% | -24.4% | -27.2% |
| 1Y | -34.8% | -23.8% | -11.0% | -24.8% |
| 3Y | -19.2% | -32.5% | +13.3% | +0.8% |
| 5Y | -43.8% | -23.2% | -20.6% | -32.6% |
| All | -44.8% | -14.9% | -30.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling