-27.7%
ACHR vs FN
+170.4%
-198.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +11.7% | +3.1% | +10.0% |
| 7D | +5.7% | 0.0% | +5.8% | +4.8% |
| 30D | -4.9% | -34.3% | +29.4% | +11.4% |
| 3M | -15.1% | -39.9% | +24.8% | -0.1% |
| 6M | -30.7% | -51.8% | +21.1% | -12.3% |
| YTD | -41.0% | -28.1% | -12.8% | -40.9% |
| 1Y | -50.0% | -29.1% | -20.9% | -49.9% |
| 3Y | -17.0% | +102.4% | -119.5% | -55.3% |
| All | -27.7% | +170.4% | -198.0% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling