-45.3%
ACHR vs DBX
+46.3%
-91.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.6% |
| 7D | -5.4% | -1.8% | -3.6% | -4.6% |
| 30D | -19.7% | +2.8% | -22.6% | -20.8% |
| 3M | +7.9% | +26.8% | -18.8% | -5.6% |
| 6M | -13.8% | +32.8% | -46.5% | -27.9% |
| YTD | -27.5% | +26.1% | -53.6% | -38.0% |
| 1Y | -33.9% | +14.1% | -48.1% | -40.5% |
| 3Y | -20.0% | +25.7% | -45.7% | -35.2% |
| 5Y | -44.0% | +11.2% | -55.2% | -58.4% |
| All | -45.3% | +46.3% | -91.7% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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