-59.6%
ACHR vs DD
+91.6%
-151.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.5% |
| 7D | -9.2% | +5.0% | -14.2% | -12.0% |
| 30D | -1.0% | +19.7% | -20.7% | -12.4% |
| 3M | -42.2% | +7.2% | -49.4% | -44.9% |
| 6M | -38.2% | +1.0% | -39.2% | -38.7% |
| YTD | -46.4% | +29.1% | -75.5% | -55.3% |
| 1Y | -49.4% | +28.5% | -77.8% | -57.5% |
| 3Y | -22.5% | +89.4% | -111.9% | -51.0% |
| 5Y | -29.8% | +67.1% | -96.9% | -55.5% |
| All | -59.6% | +91.6% | -151.2% | -74.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling