-43.5%
ACHR vs DD
+58.1%
-101.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -3.6% |
| 7D | -2.7% | -3.8% | +1.1% | +0.4% |
| 30D | -12.1% | -9.2% | -2.9% | -5.1% |
| 3M | +3.4% | -9.0% | +12.4% | +11.5% |
| 6M | -15.6% | -5.0% | -10.7% | -12.6% |
| YTD | -26.9% | +7.4% | -34.2% | -31.7% |
| 1Y | -34.8% | +35.1% | -69.9% | -50.0% |
| 3Y | -19.2% | +43.2% | -62.4% | -42.5% |
| All | -43.5% | +58.1% | -101.6% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling