+10.6%
FERG vs ACHR
-35.9%
+46.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.5% | +1.3% |
| 7D | +9.7% | -9.2% | +19.0% | +10.9% |
| 30D | +15.0% | -1.0% | +16.0% | +15.6% |
| 3M | +3.8% | -42.2% | +45.9% | +7.4% |
| 6M | +10.6% | -38.2% | +48.8% | +13.5% |
| All | +10.6% | -35.9% | +46.5% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling