-33.9%
ACHR vs FFIV
+22.0%
-55.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | -5.4% | +1.6% | -7.0% | -6.2% |
| 30D | -19.7% | -3.7% | -16.0% | -18.6% |
| 3M | +7.9% | +2.0% | +5.9% | +7.1% |
| 6M | -13.8% | +39.3% | -53.0% | -24.4% |
| YTD | -27.5% | +56.1% | -83.6% | -40.0% |
| 1Y | -33.9% | +22.0% | -55.9% | -34.8% |
| All | -33.9% | +22.0% | -55.9% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling