-55.5%
ACHR vs D
+16.5%
-72.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -1.5% | +16.2% | +15.1% |
| 7D | +5.7% | +3.0% | +2.7% | +4.7% |
| 30D | -4.9% | +11.5% | -16.4% | -8.2% |
| 3M | -15.1% | +3.7% | -18.8% | -16.1% |
| 6M | -30.7% | +13.5% | -44.3% | -34.1% |
| YTD | -41.0% | +20.7% | -61.7% | -45.4% |
| 1Y | -50.0% | +18.2% | -68.2% | -53.5% |
| 3Y | -17.0% | +73.3% | -90.3% | -34.4% |
| 5Y | -29.4% | +12.3% | -41.7% | -38.3% |
| All | -55.5% | +16.5% | -72.0% | -63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling