-34.3%
ACHR vs FIGR
-3.1%
-31.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +3.5% |
| 7D | -2.3% | -3.0% | +0.8% | -1.6% |
| 30D | -11.3% | +13.7% | -24.9% | -14.8% |
| 3M | +5.3% | +23.9% | -18.6% | -1.3% |
| 6M | -13.2% | -8.4% | -4.8% | -13.8% |
| YTD | -25.8% | -14.6% | -11.2% | -31.0% |
| 1Y | -34.3% | +12.1% | -46.4% | -41.1% |
| All | -34.3% | -3.1% | -31.1% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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