-41.6%
ACHR vs FIS
-64.6%
+22.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +5.1% |
| 7D | +4.9% | -3.5% | +8.3% | +6.5% |
| 30D | +4.3% | -7.8% | +12.1% | +8.7% |
| 3M | +1.7% | +0.8% | +0.9% | -0.3% |
| 6M | -6.9% | -21.9% | +15.0% | +4.1% |
| YTD | -22.5% | -39.5% | +17.0% | -0.4% |
| 1Y | -31.5% | -41.0% | +9.5% | -11.1% |
| 3Y | -14.4% | -23.6% | +9.2% | -4.7% |
| 5Y | -41.6% | -65.6% | +24.0% | -12.8% |
| All | -41.6% | -64.6% | +22.9% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling