+0.5%
FERG vs ACHR
-32.6%
+33.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.4% |
| 7D | -2.6% | -2.3% | -0.3% | -2.3% |
| 30D | -8.9% | -11.3% | +2.4% | -7.7% |
| 3M | -2.0% | +5.3% | -7.3% | -3.1% |
| 6M | -3.2% | -13.2% | +10.0% | -2.5% |
| YTD | +1.5% | -25.8% | +27.3% | +3.9% |
| 1Y | +0.5% | -34.3% | +34.8% | +5.5% |
| All | +0.5% | -32.6% | +33.1% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling