+39.2%
ACHR vs FGI
-70.6%
+109.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.8% | +15.5% | +14.8% |
| 7D | +5.7% | -7.0% | +12.7% | +6.0% |
| 30D | -4.9% | -4.2% | -0.7% | -4.8% |
| 3M | -15.1% | +55.6% | -70.7% | -18.1% |
| 6M | -30.7% | -3.2% | -27.6% | -32.6% |
| YTD | -41.0% | +29.1% | -70.1% | -43.9% |
| 1Y | -50.0% | +51.0% | -101.0% | -52.9% |
| 3Y | -17.0% | +1.5% | -18.5% | -20.6% |
| All | +39.2% | -70.6% | +109.7% | +44.7% |
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