-22.5%
ACHR vs DBX
+26.6%
-49.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -6.9% |
| 7D | -9.2% | -3.3% | -6.0% | -8.5% |
| 30D | -1.0% | -5.9% | +4.9% | +0.5% |
| 3M | -42.2% | -6.7% | -35.5% | -41.5% |
| 6M | -38.2% | +28.0% | -66.2% | -45.2% |
| YTD | -46.4% | +20.6% | -67.0% | -51.8% |
| 1Y | -49.4% | +10.3% | -59.7% | -52.4% |
| 3Y | -22.5% | +24.0% | -46.5% | -34.2% |
| All | -22.5% | +26.6% | -49.1% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling