-44.0%
ACHR vs FLR
+222.2%
-266.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.9% |
| 7D | -2.3% | -3.5% | +1.2% | -0.8% |
| 30D | -11.3% | +4.2% | -15.5% | -12.8% |
| 3M | +5.3% | +8.1% | -2.8% | +1.1% |
| 6M | -13.2% | +21.5% | -34.7% | -21.4% |
| YTD | -25.8% | +36.8% | -62.6% | -35.9% |
| 1Y | -34.3% | +31.2% | -65.5% | -41.7% |
| 3Y | -19.9% | +53.9% | -73.8% | -33.0% |
| 5Y | -42.7% | +243.0% | -285.7% | -54.0% |
| All | -44.0% | +222.2% | -266.3% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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