+35.7%
ACHR vs FGI
-66.3%
+102.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +6.2% | -17.1% | -11.1% |
| 7D | +11.9% | +13.5% | -1.6% | +11.3% |
| 30D | -2.5% | +17.1% | -19.6% | -3.2% |
| 3M | -31.2% | +78.0% | -109.2% | -34.0% |
| 6M | -32.2% | +46.4% | -78.7% | -34.9% |
| YTD | -42.4% | +47.7% | -90.1% | -45.6% |
| 1Y | -49.9% | +56.8% | -106.7% | -53.0% |
| 3Y | -12.9% | +12.3% | -25.1% | -16.8% |
| All | +35.7% | -66.3% | +102.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling