-44.0%
ACHR vs FLR
+230.6%
-274.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.3% |
| 7D | -5.4% | -6.9% | +1.5% | -1.7% |
| 30D | -19.7% | +1.1% | -20.9% | -20.3% |
| 3M | +7.9% | +14.3% | -6.4% | -0.9% |
| 6M | -13.8% | +19.1% | -32.9% | -24.0% |
| YTD | -27.5% | +35.1% | -62.7% | -40.4% |
| 1Y | -33.9% | +29.5% | -63.4% | -43.8% |
| 3Y | -20.0% | +53.0% | -73.0% | -40.0% |
| 5Y | -44.0% | +238.9% | -282.9% | -67.4% |
| All | -44.0% | +230.6% | -274.5% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling