-33.9%
ACHR vs DD
+35.1%
-69.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -5.4% | -2.9% | -2.5% | -3.6% |
| 30D | -19.7% | -11.5% | -8.2% | -13.4% |
| 3M | +7.9% | -5.4% | +13.3% | +11.9% |
| 6M | -13.8% | -6.9% | -6.9% | -9.7% |
| YTD | -27.5% | +6.9% | -34.4% | -29.1% |
| 1Y | -33.9% | +35.6% | -69.6% | -42.7% |
| All | -33.9% | +35.1% | -69.1% | -42.7% |
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