-55.5%
ACHR vs USFD
+216.2%
-271.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.2% | +14.9% | +14.8% |
| 7D | +5.7% | +3.0% | +2.8% | +4.0% |
| 30D | -4.9% | +11.1% | -16.0% | -10.1% |
| 3M | -15.1% | -0.3% | -14.8% | -15.4% |
| 6M | -30.7% | +15.9% | -46.6% | -37.3% |
| YTD | -41.0% | +41.6% | -82.6% | -53.3% |
| 1Y | -50.0% | +49.4% | -99.4% | -61.9% |
| 3Y | -17.0% | +157.8% | -174.9% | -51.3% |
| 5Y | -29.4% | +176.6% | -206.0% | -62.4% |
| All | -55.5% | +216.2% | -271.7% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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