-44.8%
ACHR vs FFIV
+132.4%
-177.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.9% | -9.5% | -8.5% |
| 7D | -2.7% | +3.5% | -6.1% | -5.3% |
| 30D | -12.1% | -1.3% | -10.8% | -11.9% |
| 3M | +3.4% | +2.4% | +1.0% | +0.9% |
| 6M | -15.6% | +41.8% | -57.5% | -36.1% |
| YTD | -26.9% | +58.5% | -85.4% | -50.0% |
| 1Y | -34.8% | +24.3% | -59.1% | -46.4% |
| 3Y | -19.2% | +152.0% | -171.3% | -62.3% |
| 5Y | -43.8% | +99.1% | -142.9% | -69.6% |
| All | -44.8% | +132.4% | -177.2% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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