-52.8%
ACHR vs D
+16.1%
-68.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | +14.0% | +2.4% | +11.7% | +13.1% |
| 30D | -5.0% | +10.9% | -16.0% | -8.2% |
| 3M | -24.8% | +2.8% | -27.6% | -25.5% |
| 6M | -27.3% | +12.7% | -40.0% | -30.7% |
| YTD | -37.4% | +20.3% | -57.7% | -42.1% |
| 1Y | -44.3% | +17.1% | -61.4% | -48.0% |
| 3Y | -5.2% | +75.1% | -80.4% | -25.4% |
| 5Y | -20.8% | +13.1% | -34.0% | -30.9% |
| All | -52.8% | +16.1% | -68.9% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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