-51.8%
ACHR vs FIVE
+54.6%
-106.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +5.8% |
| 7D | +15.3% | +6.2% | +9.2% | +12.2% |
| 30D | -3.0% | +18.2% | -21.2% | -10.2% |
| 3M | -14.0% | +3.8% | -17.8% | -16.2% |
| 6M | -25.8% | +13.7% | -39.5% | -31.5% |
| YTD | -36.0% | +34.7% | -70.8% | -45.6% |
| 1Y | -41.2% | +66.6% | -107.8% | -54.8% |
| 3Y | -8.6% | +44.3% | -52.8% | -30.7% |
| 5Y | -20.6% | +18.8% | -39.4% | -40.9% |
| All | -51.8% | +54.6% | -106.4% | -65.6% |
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 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