-51.8%
ACHR vs FICO
+36.3%
-88.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.6% | +7.4% |
| 7D | +15.3% | -0.1% | +15.4% | +15.4% |
| 30D | -3.0% | +8.4% | -11.4% | -6.9% |
| 3M | -14.0% | -30.5% | +16.5% | -5.2% |
| 6M | -25.8% | -35.7% | +10.0% | -18.8% |
| YTD | -36.0% | -57.2% | +21.2% | -17.3% |
| 1Y | -41.2% | -58.4% | +17.2% | -22.9% |
| 3Y | -8.6% | -24.8% | +16.3% | -18.9% |
| 5Y | -20.6% | +79.3% | -99.9% | -54.4% |
| All | -51.8% | +36.3% | -88.1% | -71.3% |
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