+105.3%
FAST vs ACHR
-31.8%
+137.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.7% | -14.6% | -0.7% |
| 7D | +2.1% | +5.7% | -3.6% | +1.7% |
| 30D | +6.9% | -4.9% | +11.8% | +7.0% |
| 3M | +4.8% | -15.1% | +19.9% | +5.5% |
| 6M | +19.8% | -30.7% | +50.5% | +21.5% |
| YTD | +34.9% | -41.0% | +75.9% | +37.7% |
| 1Y | +32.8% | -50.0% | +82.8% | +36.7% |
| 3Y | +93.7% | -17.0% | +110.8% | +83.0% |
| All | +105.3% | -31.8% | +137.1% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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