-41.5%
ACHR vs FOXA
+146.2%
-187.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +4.9% | -0.6% | +5.5% | +5.1% |
| 30D | +4.3% | +2.3% | +2.0% | +2.6% |
| 3M | +1.7% | -2.8% | +4.6% | +0.7% |
| 6M | -6.9% | +9.6% | -16.5% | -14.5% |
| YTD | -22.5% | -9.9% | -12.6% | -20.6% |
| 1Y | -31.5% | +5.4% | -36.9% | -36.7% |
| 3Y | -14.4% | +115.3% | -129.7% | -44.9% |
| 5Y | -41.6% | +93.1% | -134.7% | -60.4% |
| All | -41.5% | +146.2% | -187.7% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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