-44.8%
ACHR vs FIS
-70.2%
+25.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.4% | -2.2% | -4.0% |
| 7D | -2.7% | -9.1% | +6.4% | +1.7% |
| 30D | -12.1% | -10.4% | -1.7% | -7.3% |
| 3M | +3.4% | -3.7% | +7.1% | +3.9% |
| 6M | -15.6% | -24.8% | +9.1% | -4.7% |
| YTD | -26.9% | -41.6% | +14.7% | -6.2% |
| 1Y | -34.8% | -42.7% | +8.0% | -15.8% |
| 3Y | -19.2% | -26.2% | +7.0% | -8.6% |
| 5Y | -43.8% | -66.1% | +22.4% | -20.0% |
| All | -44.8% | -70.2% | +25.4% | -23.7% |
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