-30.5%
ACHR vs FITB
+48.6%
-79.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.7% |
| 7D | -9.2% | +2.8% | -12.0% | -10.9% |
| 30D | -1.0% | +9.8% | -10.8% | -7.4% |
| 3M | -42.2% | -5.2% | -37.0% | -40.0% |
| 6M | -38.2% | +17.3% | -55.5% | -46.0% |
| YTD | -46.4% | +19.3% | -65.7% | -54.4% |
| 1Y | -49.4% | +32.7% | -82.1% | -60.3% |
| 3Y | -22.5% | +141.6% | -164.1% | -59.4% |
| All | -30.5% | +48.6% | -79.1% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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