-42.7%
ACHR vs FN
+430.8%
-473.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -2.1% |
| 7D | -0.7% | -1.7% | +1.0% | -0.1% |
| 30D | +9.8% | -22.0% | +31.8% | +18.2% |
| 3M | -10.5% | -43.0% | +32.5% | +9.0% |
| 6M | -15.5% | -27.7% | +12.2% | -10.5% |
| YTD | -24.1% | -10.5% | -13.6% | -28.7% |
| 1Y | -32.4% | +12.5% | -44.9% | -43.6% |
| 3Y | -11.6% | +153.8% | -165.4% | -53.6% |
| 5Y | -42.9% | +288.0% | -330.9% | -77.6% |
| All | -42.7% | +430.8% | -473.5% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling