-44.8%
ACHR vs USFR
+20.5%
-65.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -2.7% | +0.1% | -2.7% | -2.6% |
| 30D | -12.1% | +0.3% | -12.4% | -11.7% |
| 3M | +3.4% | +1.0% | +2.4% | +4.8% |
| 6M | -15.6% | +1.9% | -17.6% | -13.9% |
| YTD | -26.9% | +2.7% | -29.5% | -25.5% |
| 1Y | -34.8% | +4.0% | -38.7% | -33.9% |
| 3Y | -19.2% | +14.0% | -33.3% | -9.8% |
| 5Y | -43.8% | +20.4% | -64.2% | -24.9% |
| All | -44.8% | +20.5% | -65.3% | -27.0% |
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