-42.7%
ACHR vs FIS
-67.2%
+24.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.4% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | +9.8% | -2.2% | +12.0% | +11.2% |
| 3M | -10.5% | +2.1% | -12.6% | -12.4% |
| 6M | -15.5% | -14.7% | -0.9% | -10.2% |
| YTD | -24.1% | -35.7% | +11.6% | -6.8% |
| 1Y | -32.4% | -37.1% | +4.6% | -16.5% |
| 3Y | -11.6% | -20.0% | +8.4% | -3.6% |
| 5Y | -42.9% | -62.1% | +19.2% | -22.3% |
| All | -42.7% | -67.2% | +24.5% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling