-59.6%
ACHR vs FLR
+191.2%
-250.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.5% |
| 7D | -9.2% | +5.4% | -14.6% | -11.0% |
| 30D | -1.0% | +2.8% | -3.8% | -1.8% |
| 3M | -42.2% | -6.4% | -35.8% | -40.5% |
| 6M | -38.2% | +8.8% | -47.0% | -40.5% |
| YTD | -46.4% | +23.6% | -70.0% | -51.6% |
| 1Y | -49.4% | +13.8% | -63.2% | -52.6% |
| 3Y | -22.5% | +36.5% | -59.0% | -32.0% |
| 5Y | -29.8% | +119.3% | -149.1% | -42.4% |
| All | -59.6% | +191.2% | -250.8% | -64.8% |
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