-44.8%
ACHR vs FLUT
-51.8%
+6.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.4% | -4.3% | -5.1% |
| 7D | -2.7% | -2.6% | -0.1% | -1.6% |
| 30D | -12.1% | +5.4% | -17.5% | -14.2% |
| 3M | +3.4% | -10.8% | +14.1% | +6.6% |
| 6M | -15.6% | -9.2% | -6.4% | -14.4% |
| YTD | -26.9% | -53.8% | +26.9% | -2.2% |
| 1Y | -34.8% | -66.0% | +31.2% | -1.2% |
| 3Y | -19.2% | -44.7% | +25.4% | +1.7% |
| 5Y | -43.8% | -50.6% | +6.8% | -35.4% |
| All | -44.8% | -51.8% | +6.9% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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