-22.5%
ACHR vs FLR
+35.7%
-58.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.3% |
| 7D | -9.2% | +5.4% | -14.6% | -11.9% |
| 30D | -1.0% | +2.8% | -3.8% | -2.3% |
| 3M | -42.2% | -6.4% | -35.8% | -39.9% |
| 6M | -38.2% | +8.8% | -47.0% | -42.3% |
| YTD | -46.4% | +23.6% | -70.0% | -55.5% |
| 1Y | -49.4% | +13.8% | -63.2% | -55.4% |
| 3Y | -22.5% | +36.5% | -59.0% | -53.3% |
| All | -22.5% | +35.7% | -58.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling