-27.7%
ACHR vs FICO
+81.4%
-109.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.4% | +15.1% | +14.9% |
| 7D | +5.7% | -0.9% | +6.7% | +6.0% |
| 30D | -4.9% | +3.3% | -8.3% | -7.4% |
| 3M | -15.1% | -31.7% | +16.6% | -5.9% |
| 6M | -30.7% | -34.0% | +3.2% | -25.6% |
| YTD | -41.0% | -58.3% | +17.4% | -22.5% |
| 1Y | -50.0% | -57.9% | +7.9% | -34.9% |
| 3Y | -17.0% | -24.1% | +7.0% | -29.8% |
| All | -27.7% | +81.4% | -109.1% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling