-56.6%
ACHR vs FN
+361.0%
-417.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -4.1% | -6.8% | -9.2% |
| 7D | +11.9% | +20.8% | -8.9% | +4.2% |
| 30D | -2.5% | -17.3% | +14.8% | +4.1% |
| 3M | -31.2% | -38.1% | +7.0% | -19.3% |
| 6M | -32.2% | -44.2% | +12.0% | -19.3% |
| YTD | -42.4% | -22.3% | -20.1% | -43.8% |
| 1Y | -49.9% | -20.9% | -29.0% | -51.8% |
| 3Y | -12.9% | +111.1% | -123.9% | -51.4% |
| 5Y | -24.6% | +191.8% | -216.4% | -67.9% |
| All | -56.6% | +361.0% | -417.6% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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