-56.9%
ACHR vs FIVE
+63.3%
-120.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -2.6% |
| 7D | -5.1% | +7.5% | -12.5% | -7.6% |
| 30D | -12.7% | +16.7% | -29.4% | -17.6% |
| 3M | -22.4% | +13.4% | -35.8% | -26.8% |
| 6M | -28.6% | +9.0% | -37.6% | -31.2% |
| YTD | -45.2% | +33.8% | -79.0% | -54.7% |
| 1Y | -56.9% | +61.2% | -118.1% | -69.6% |
| All | -56.9% | +63.3% | -120.2% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling