-52.8%
ACHR vs FICO
+37.6%
-90.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.4% |
| 7D | +14.0% | +0.9% | +13.2% | +13.7% |
| 30D | -5.0% | +9.4% | -14.5% | -9.2% |
| 3M | -24.8% | -30.4% | +5.6% | -17.2% |
| 6M | -27.3% | -35.1% | +7.8% | -20.8% |
| YTD | -37.4% | -56.8% | +19.4% | -19.3% |
| 1Y | -44.3% | -58.4% | +14.1% | -26.8% |
| 3Y | -5.2% | -26.7% | +21.5% | -14.4% |
| 5Y | -20.8% | +88.0% | -108.9% | -55.2% |
| All | -52.8% | +37.6% | -90.4% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling