-41.5%
ACHR vs FIVE
+54.8%
-96.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | +4.9% | +3.7% | +1.2% | +3.0% |
| 30D | +4.3% | +4.0% | +0.3% | +1.9% |
| 3M | +1.7% | +36.2% | -34.5% | -12.5% |
| 6M | -6.9% | +18.0% | -24.9% | -15.5% |
| YTD | -22.5% | +34.9% | -57.4% | -33.9% |
| 1Y | -31.5% | +67.9% | -99.4% | -47.5% |
| 3Y | -14.4% | +57.3% | -71.7% | -37.9% |
| 5Y | -41.6% | +39.5% | -81.2% | -57.6% |
| All | -41.5% | +54.8% | -96.3% | -58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling