-42.7%
ACHR vs DBX
+45.4%
-88.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +0.4% |
| 7D | -0.7% | -2.4% | +1.7% | +0.6% |
| 30D | +9.8% | -0.5% | +10.3% | +10.2% |
| 3M | -10.5% | +28.1% | -38.6% | -22.1% |
| 6M | -15.5% | +33.1% | -48.6% | -29.4% |
| YTD | -24.1% | +25.3% | -49.4% | -34.7% |
| 1Y | -32.4% | +18.3% | -50.8% | -40.5% |
| 3Y | -11.6% | +25.0% | -36.6% | -28.2% |
| 5Y | -42.9% | +7.5% | -50.4% | -57.3% |
| All | -42.7% | +45.4% | -88.2% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling