-5.2%
ACHR vs FFIV
+102.8%
-108.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | +14.0% | -4.2% | +18.2% | +16.9% |
| 30D | -5.0% | -33.9% | +28.8% | +17.6% |
| 3M | -24.8% | -22.6% | -2.2% | -16.5% |
| 6M | -27.3% | -10.4% | -16.9% | -26.7% |
| YTD | -37.4% | +24.3% | -61.7% | -50.8% |
| 1Y | -44.3% | +31.8% | -76.1% | -58.2% |
| 3Y | -5.2% | +99.5% | -104.7% | -52.8% |
| All | -5.2% | +102.8% | -108.1% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling