-45.3%
ACHR vs DD
+58.6%
-104.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -5.4% | -2.9% | -2.5% | -3.4% |
| 30D | -19.7% | -11.5% | -8.2% | -12.8% |
| 3M | +7.9% | -5.4% | +13.3% | +12.3% |
| 6M | -13.8% | -6.9% | -6.9% | -9.6% |
| YTD | -27.5% | +6.9% | -34.4% | -31.1% |
| 1Y | -33.9% | +35.6% | -69.6% | -47.1% |
| 3Y | -20.0% | +42.5% | -62.5% | -38.9% |
| 5Y | -44.0% | +58.5% | -102.5% | -59.3% |
| All | -45.3% | +58.6% | -104.0% | -60.2% |
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