-59.6%
ACHR vs FTV
+32.9%
-92.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -9.2% | +3.9% | -13.1% | -12.3% |
| 30D | -1.0% | +18.7% | -19.6% | -15.3% |
| 3M | -42.2% | +10.0% | -52.2% | -47.1% |
| 6M | -38.2% | +14.6% | -52.7% | -46.4% |
| YTD | -46.4% | +23.4% | -69.8% | -58.0% |
| 1Y | -49.4% | +31.3% | -80.7% | -63.0% |
| 3Y | -22.5% | +39.8% | -62.3% | -44.7% |
| 5Y | -29.8% | +17.7% | -47.5% | -48.1% |
| All | -59.6% | +32.9% | -92.4% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling