+116.3%
FERG vs ACHR
-42.6%
+158.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +3.4% | +4.9% | -1.5% | +2.9% |
| 30D | -11.5% | +4.3% | -15.8% | -12.0% |
| 3M | +1.3% | +1.7% | -0.5% | +0.4% |
| 6M | -1.0% | -6.9% | +5.9% | -1.4% |
| YTD | +3.2% | -22.5% | +25.7% | +4.2% |
| 1Y | -3.0% | -31.5% | +28.5% | -1.6% |
| 3Y | +55.0% | -14.4% | +69.4% | +46.4% |
| 5Y | +72.6% | -41.6% | +114.3% | +53.8% |
| All | +116.3% | -42.6% | +158.9% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling