-59.6%
ACHR vs USFR
+21.4%
-81.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -9.2% | +0.1% | -9.3% | -9.1% |
| 30D | -1.0% | +0.4% | -1.3% | -0.2% |
| 3M | -42.2% | +1.1% | -43.2% | -41.0% |
| 6M | -38.2% | +2.0% | -40.2% | -36.2% |
| YTD | -46.4% | +3.5% | -49.9% | -44.6% |
| 1Y | -49.4% | +4.1% | -53.5% | -47.8% |
| 3Y | -22.5% | +14.4% | -36.9% | -12.7% |
| 5Y | -29.8% | +21.4% | -51.2% | -5.5% |
| All | -59.6% | +21.4% | -81.0% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling