-45.3%
ACHR vs FTV
+6.6%
-52.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +1.2% |
| 7D | -5.4% | -5.2% | -0.2% | -0.6% |
| 30D | -19.7% | -11.5% | -8.2% | -10.2% |
| 3M | +7.9% | -9.0% | +17.0% | +16.4% |
| 6M | -13.8% | -2.0% | -11.7% | -14.4% |
| YTD | -27.5% | -0.9% | -26.6% | -30.5% |
| 1Y | -33.9% | +14.8% | -48.7% | -46.2% |
| 3Y | -20.0% | -5.5% | -14.5% | -17.8% |
| 5Y | -44.0% | -1.9% | -42.1% | -49.5% |
| All | -45.3% | +6.6% | -52.0% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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