-42.7%
ACHR vs FIVE
+53.7%
-96.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -3.2% |
| 7D | -0.7% | +4.3% | -5.0% | -2.7% |
| 30D | +9.8% | +12.5% | -2.7% | +3.5% |
| 3M | -10.5% | +31.2% | -41.7% | -21.7% |
| 6M | -15.5% | +14.4% | -29.9% | -22.2% |
| YTD | -24.1% | +33.9% | -58.0% | -35.1% |
| 1Y | -32.4% | +65.1% | -97.5% | -47.9% |
| 3Y | -11.6% | +49.0% | -60.6% | -34.0% |
| 5Y | -42.9% | +30.3% | -73.2% | -58.0% |
| All | -42.7% | +53.7% | -96.4% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling