-22.5%
ACHR vs FLUT
-45.9%
+23.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -6.5% |
| 7D | -9.2% | -0.7% | -8.5% | -8.7% |
| 30D | -1.0% | +9.3% | -10.2% | -5.4% |
| 3M | -42.2% | -17.5% | -24.7% | -37.7% |
| 6M | -38.2% | -14.6% | -23.6% | -36.2% |
| YTD | -46.4% | -62.3% | +15.9% | -12.9% |
| 1Y | -49.4% | -59.6% | +10.3% | -20.8% |
| 3Y | -22.5% | -45.3% | +22.8% | +11.7% |
| All | -22.5% | -45.9% | +23.4% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling