+3,003.2%
FIX vs ACHR
-43.7%
+3,047.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +6.0% | -0.7% | +6.7% | +6.1% |
| 30D | -7.2% | +9.8% | -17.1% | -9.0% |
| 3M | -15.9% | -10.5% | -5.3% | -15.5% |
| 6M | +12.7% | -15.5% | +28.3% | +13.9% |
| YTD | +72.8% | -24.1% | +96.9% | +76.3% |
| 1Y | +122.9% | -32.4% | +155.3% | +129.1% |
| 3Y | +774.3% | -11.6% | +785.9% | +733.4% |
| 5Y | +2,049.5% | -42.9% | +2,092.4% | +1,722.6% |
| All | +3,003.2% | -43.7% | +3,047.0% | +2,519.0% |
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 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