-59.6%
ACHR vs FDS
+1.5%
-61.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | -9.2% | +1.5% | -10.7% | -9.7% |
| 30D | -1.0% | +14.8% | -15.8% | -6.6% |
| 3M | -42.2% | +16.3% | -58.5% | -46.1% |
| 6M | -38.2% | +66.2% | -104.4% | -52.3% |
| YTD | -46.4% | +16.2% | -62.6% | -50.7% |
| 1Y | -49.4% | +21.8% | -71.2% | -55.1% |
| 3Y | -22.5% | -23.9% | +1.4% | -6.8% |
| 5Y | -29.8% | -23.1% | -6.7% | -18.7% |
| All | -59.6% | +1.5% | -61.0% | -58.6% |
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