-59.6%
ACHR vs FDX
+58.0%
-117.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.5% | -8.4% | -7.7% |
| 7D | -9.2% | +5.2% | -14.4% | -11.5% |
| 30D | -1.0% | +11.3% | -12.3% | -6.6% |
| 3M | -42.2% | -4.1% | -38.1% | -41.1% |
| 6M | -38.2% | +9.6% | -47.8% | -41.9% |
| YTD | -46.4% | +40.9% | -87.3% | -56.5% |
| 1Y | -49.4% | +53.0% | -102.4% | -60.7% |
| 3Y | -22.5% | +74.1% | -96.6% | -45.1% |
| 5Y | -29.8% | +75.1% | -104.9% | -53.5% |
| All | -59.6% | +58.0% | -117.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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