-42.7%
ACHR vs FDS
-7.9%
-34.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.5% |
| 7D | -0.7% | -1.9% | +1.2% | +0.1% |
| 30D | +9.8% | +9.0% | +0.8% | +6.2% |
| 3M | -10.5% | +18.9% | -29.4% | -18.0% |
| 6M | -15.5% | +35.1% | -50.7% | -28.5% |
| YTD | -24.1% | +5.5% | -29.6% | -26.7% |
| 1Y | -32.4% | -16.8% | -15.6% | -25.0% |
| 3Y | -11.6% | -28.1% | +16.5% | +8.2% |
| 5Y | -42.9% | -17.4% | -25.5% | -33.5% |
| All | -42.7% | -7.9% | -34.8% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling