-27.7%
ACHR vs FICO
-24.0%
-3.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.3% |
| 7D | -11.6% | -0.3% | -11.4% | -11.6% |
| 30D | -16.8% | +1.7% | -18.5% | -17.8% |
| 3M | -25.6% | -35.2% | +9.6% | -19.0% |
| 6M | -33.7% | -33.7% | -0.1% | -30.9% |
| YTD | -48.5% | -58.2% | +9.6% | -36.8% |
| 1Y | -59.6% | -56.6% | -3.0% | -51.3% |
| All | -27.7% | -24.0% | -3.7% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling