+741.0%
FLEX vs ACHR
-45.8%
+786.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.7% | +4.2% | -0.6% |
| 7D | +6.4% | -2.7% | +9.0% | +6.8% |
| 30D | -5.9% | -12.1% | +6.3% | -4.3% |
| 3M | -23.5% | +3.4% | -26.8% | -24.6% |
| 6M | +83.7% | -15.6% | +99.4% | +86.4% |
| YTD | +86.5% | -26.9% | +113.4% | +92.1% |
| 1Y | +100.5% | -34.8% | +135.3% | +107.8% |
| 3Y | +469.8% | -19.2% | +489.1% | +442.5% |
| 5Y | +725.7% | -43.8% | +769.4% | +639.5% |
| All | +741.0% | -45.8% | +786.8% | +633.8% |
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