-49.4%
FIX vs ACHR
-25.8%
-23.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +14.7% | -9.3% | +1.9% |
| 7D | -17.5% | +5.7% | -23.2% | -18.7% |
| 30D | -41.6% | -4.9% | -36.6% | -41.2% |
| 3M | -40.6% | -15.1% | -25.5% | -40.5% |
| 6M | -49.4% | -30.7% | -18.6% | -47.2% |
| All | -49.4% | -25.8% | -23.6% | -47.2% |
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