-59.6%
ACHR vs FITB
+149.9%
-209.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.1% | -8.0% | -7.6% |
| 7D | -9.2% | +2.8% | -12.0% | -10.7% |
| 30D | -1.0% | +9.8% | -10.8% | -6.7% |
| 3M | -42.2% | -5.2% | -37.0% | -40.2% |
| 6M | -38.2% | +17.3% | -55.5% | -45.0% |
| YTD | -46.4% | +19.3% | -65.7% | -53.3% |
| 1Y | -49.4% | +32.7% | -82.1% | -58.9% |
| 3Y | -22.5% | +141.6% | -164.1% | -54.7% |
| 5Y | -29.8% | +48.9% | -78.6% | -50.9% |
| All | -59.6% | +149.9% | -209.5% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling