+49.3%
FERG vs ACHR
-21.5%
+70.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.0% | -5.4% | +4.4% | -0.5% |
| 30D | -11.8% | -19.7% | +7.9% | -9.9% |
| 3M | -1.2% | +7.9% | -9.2% | -2.7% |
| 6M | -2.3% | -13.8% | +11.5% | -2.0% |
| YTD | +0.8% | -27.5% | +28.3% | +2.6% |
| 1Y | +0.5% | -33.9% | +34.4% | +2.5% |
| All | +49.3% | -21.5% | +70.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling