-56.6%
ACHR vs FIS
-77.6%
+21.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -6.1% | -4.8% | -8.3% |
| 7D | +11.9% | -3.5% | +15.4% | +13.6% |
| 30D | -2.5% | -19.4% | +17.0% | +3.9% |
| 3M | -31.2% | -31.6% | +0.4% | -20.9% |
| 6M | -32.2% | -32.5% | +0.3% | -22.7% |
| YTD | -42.4% | -56.0% | +13.5% | -18.9% |
| 1Y | -49.9% | -55.5% | +5.6% | -30.0% |
| 3Y | -12.9% | -41.3% | +28.4% | +5.3% |
| 5Y | -24.6% | -72.3% | +47.7% | +16.2% |
| All | -56.6% | -77.6% | +21.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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