-43.8%
ACHR vs USFR
+20.4%
-64.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -2.7% | +0.1% | -2.7% | -2.4% |
| 30D | -12.1% | +0.3% | -12.4% | -10.9% |
| 3M | +3.4% | +1.0% | +2.4% | +8.0% |
| 6M | -15.6% | +1.9% | -17.6% | -8.9% |
| YTD | -26.9% | +2.7% | -29.5% | -19.6% |
| 1Y | -34.8% | +4.0% | -38.7% | -25.9% |
| 3Y | -19.2% | +14.0% | -33.3% | +39.8% |
| 5Y | -43.8% | +20.4% | -64.2% | +87.7% |
| All | -43.8% | +20.4% | -64.2% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling