-42.7%
ACHR vs FFIV
+124.3%
-167.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.6% |
| 7D | -0.7% | -1.0% | +0.3% | 0.0% |
| 30D | +9.8% | -5.1% | +14.9% | +13.6% |
| 3M | -10.5% | -4.5% | -6.1% | -7.5% |
| 6M | -15.5% | +36.5% | -52.0% | -34.0% |
| YTD | -24.1% | +53.0% | -77.0% | -46.6% |
| 1Y | -32.4% | +24.2% | -56.6% | -44.5% |
| 3Y | -11.6% | +137.2% | -148.8% | -56.7% |
| 5Y | -42.9% | +91.8% | -134.7% | -68.2% |
| All | -42.7% | +124.3% | -167.0% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling