-42.7%
ACHR vs FICO
+75.6%
-118.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +5.9% |
| 7D | -0.7% | -19.2% | +18.5% | +7.4% |
| 30D | +9.8% | -14.6% | +24.4% | +16.1% |
| 3M | -10.5% | -20.1% | +9.6% | -5.7% |
| 6M | -15.5% | -36.3% | +20.8% | -3.4% |
| YTD | -24.1% | -44.9% | +20.8% | -7.4% |
| 1Y | -32.4% | -38.6% | +6.2% | -23.9% |
| 3Y | -11.6% | +4.0% | -15.6% | -29.2% |
| 5Y | -42.9% | +99.5% | -142.4% | -67.6% |
| All | -42.7% | +75.6% | -118.3% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling