-42.7%
ACHR vs FLR
+233.9%
-276.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.1% |
| 7D | -0.7% | +5.4% | -6.1% | -2.9% |
| 30D | +9.8% | +11.4% | -1.6% | +4.0% |
| 3M | -10.5% | +11.4% | -21.9% | -14.9% |
| 6M | -15.5% | +16.6% | -32.2% | -22.2% |
| YTD | -24.1% | +41.7% | -65.8% | -35.4% |
| 1Y | -32.4% | +35.4% | -67.8% | -40.9% |
| 3Y | -11.6% | +57.3% | -68.9% | -27.0% |
| 5Y | -42.9% | +241.0% | -283.9% | -55.0% |
| All | -42.7% | +233.9% | -276.6% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling