-30.5%
ACHR vs FICO
+91.4%
-122.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.4% | -7.3% | -7.1% |
| 7D | -9.2% | +2.2% | -11.5% | -9.8% |
| 30D | -1.0% | +0.1% | -1.1% | -1.7% |
| 3M | -42.2% | -35.2% | -7.0% | -34.4% |
| 6M | -38.2% | -32.4% | -5.8% | -34.0% |
| YTD | -46.4% | -57.4% | +11.0% | -30.0% |
| 1Y | -49.4% | -58.5% | +9.2% | -33.1% |
| 3Y | -22.5% | -28.9% | +6.4% | -31.1% |
| All | -30.5% | +91.4% | -122.0% | -63.5% |
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