-42.7%
ACHR vs FLUT
-51.4%
+8.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | 0.0% |
| 7D | -0.7% | -1.6% | +0.9% | -0.1% |
| 30D | +9.8% | +7.7% | +2.1% | +6.3% |
| 3M | -10.5% | -0.7% | -9.8% | -11.9% |
| 6M | -15.5% | -11.2% | -4.4% | -13.6% |
| YTD | -24.1% | -53.4% | +29.4% | +1.2% |
| 1Y | -32.4% | -65.8% | +33.3% | +2.0% |
| 3Y | -11.6% | -44.9% | +33.3% | +11.5% |
| 5Y | -42.9% | -49.7% | +6.8% | -34.6% |
| All | -42.7% | -51.4% | +8.7% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling