-44.0%
ACHR vs USFR
+20.6%
-64.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.5% |
| 7D | -2.3% | +0.1% | -2.4% | -2.1% |
| 30D | -11.3% | +0.4% | -11.6% | -10.7% |
| 3M | +5.3% | +1.0% | +4.2% | +6.9% |
| 6M | -13.2% | +2.0% | -15.2% | -11.4% |
| YTD | -25.8% | +2.8% | -28.6% | -24.3% |
| 1Y | -34.3% | +4.1% | -38.4% | -33.3% |
| 3Y | -19.9% | +14.1% | -34.1% | -10.4% |
| 5Y | -42.7% | +20.6% | -63.2% | -23.7% |
| All | -44.0% | +20.6% | -64.6% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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