+459.6%
FLEX vs ACHR
-60.3%
+519.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.9% | +2.9% | -2.9% |
| 7D | +7.5% | -9.2% | +16.7% | +9.2% |
| 30D | -25.3% | -1.0% | -24.3% | -25.0% |
| 3M | -39.7% | -42.2% | +2.5% | -34.2% |
| 6M | -47.9% | -38.2% | -9.7% | -44.4% |
| YTD | +24.1% | -46.4% | +70.5% | +34.5% |
| 1Y | +26.0% | -49.4% | +75.3% | +37.4% |
| 3Y | +282.7% | -22.5% | +305.2% | +273.2% |
| 5Y | +424.2% | -29.8% | +454.0% | +369.6% |
| All | +459.6% | -60.3% | +519.9% | +413.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling