-45.3%
ACHR vs FDX
+51.4%
-96.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.4% |
| 7D | -5.4% | -3.9% | -1.5% | -3.4% |
| 30D | -19.7% | -3.3% | -16.4% | -18.3% |
| 3M | +7.9% | -2.0% | +9.9% | +8.3% |
| 6M | -13.8% | +8.0% | -21.8% | -18.6% |
| YTD | -27.5% | +35.0% | -62.5% | -39.6% |
| 1Y | -33.9% | +73.7% | -107.6% | -52.0% |
| 3Y | -20.0% | +61.6% | -81.6% | -41.0% |
| 5Y | -44.0% | +65.4% | -109.4% | -61.8% |
| All | -45.3% | +51.4% | -96.8% | -65.8% |
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