-43.8%
ACHR vs FTV
+1.8%
-45.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.2% | -4.4% | -4.4% |
| 7D | -2.7% | -1.3% | -1.4% | -1.3% |
| 30D | -12.1% | -9.5% | -2.6% | -2.8% |
| 3M | +3.4% | -10.9% | +14.3% | +14.9% |
| 6M | -15.6% | -0.6% | -15.0% | -17.6% |
| YTD | -26.9% | +1.4% | -28.3% | -32.2% |
| 1Y | -34.8% | +17.6% | -52.4% | -49.8% |
| 3Y | -19.2% | -3.3% | -16.0% | -19.4% |
| 5Y | -43.8% | -0.1% | -43.6% | -48.5% |
| All | -43.8% | +1.8% | -45.6% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling