-41.5%
ACHR vs D
+12.5%
-54.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | +4.3% | -0.7% | +5.0% | +4.6% |
| 3M | +1.7% | +2.1% | -0.3% | +0.8% |
| 6M | -6.9% | +6.8% | -13.7% | -9.7% |
| YTD | -22.5% | +16.5% | -39.0% | -27.5% |
| 1Y | -31.5% | +19.2% | -50.6% | -36.6% |
| 3Y | -14.4% | +61.9% | -76.3% | -31.2% |
| 5Y | -41.6% | +6.5% | -48.2% | -47.8% |
| All | -41.5% | +12.5% | -54.0% | -51.5% |
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