+112.7%
FERG vs ACHR
-45.0%
+157.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.5% |
| 7D | -2.6% | -2.3% | -0.3% | -2.4% |
| 30D | -8.9% | -11.3% | +2.4% | -8.0% |
| 3M | -2.0% | +5.3% | -7.3% | -3.1% |
| 6M | -3.2% | -13.2% | +10.0% | -3.0% |
| YTD | +1.5% | -25.8% | +27.3% | +2.9% |
| 1Y | +0.5% | -34.3% | +34.8% | +2.3% |
| 3Y | +50.4% | -19.9% | +70.4% | +42.8% |
| 5Y | +68.7% | -42.7% | +111.3% | +50.7% |
| All | +112.7% | -45.0% | +157.8% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling