-56.9%
ACHR vs DD
+49.3%
-106.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.9% |
| 7D | -5.1% | +8.7% | -13.8% | -10.7% |
| 30D | -12.7% | +15.3% | -28.0% | -21.3% |
| 3M | -22.4% | +5.9% | -28.3% | -25.8% |
| 6M | -28.6% | +11.6% | -40.2% | -33.9% |
| YTD | -45.2% | +26.5% | -71.7% | -56.1% |
| 1Y | -56.9% | +35.4% | -92.3% | -67.5% |
| All | -56.9% | +49.3% | -106.2% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling