-40.6%
ACHR vs FRMI
-77.3%
+36.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.5% | -9.4% | +0.5% |
| 7D | +4.9% | +23.3% | -18.5% | +1.7% |
| 30D | +4.3% | -7.6% | +11.9% | +4.1% |
| 3M | +1.7% | +0.2% | +1.6% | -1.1% |
| 6M | -6.9% | -28.7% | +21.8% | -6.9% |
| YTD | -22.5% | -28.6% | +6.2% | -23.1% |
| All | -40.6% | -77.3% | +36.7% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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