-41.5%
ACHR vs DE
+176.5%
-218.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.0% |
| 7D | +4.9% | +0.7% | +4.2% | +4.5% |
| 30D | +4.3% | +9.6% | -5.4% | -0.9% |
| 3M | +1.7% | +19.0% | -17.2% | -7.8% |
| 6M | -6.9% | +16.1% | -22.9% | -15.2% |
| YTD | -22.5% | +47.0% | -69.5% | -38.4% |
| 1Y | -31.5% | +43.1% | -74.6% | -45.0% |
| 3Y | -14.4% | +77.5% | -91.9% | -37.5% |
| 5Y | -41.6% | +96.4% | -138.0% | -60.5% |
| All | -41.5% | +176.5% | -218.0% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 all: compounded portfolio wealth divided by compounded DE 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…
all analysis · Full analysis span regression · 6 months rolling