-51.8%
ACHR vs DECK
+79.4%
-131.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.3% | +4.0% | +6.6% |
| 7D | +15.3% | +6.4% | +9.0% | +12.4% |
| 30D | -3.0% | +9.1% | -12.1% | -6.6% |
| 3M | -14.0% | -7.2% | -6.7% | -11.5% |
| 6M | -25.8% | -9.9% | -15.8% | -23.4% |
| YTD | -36.0% | -12.8% | -23.3% | -33.9% |
| 1Y | -41.2% | +10.6% | -51.8% | -45.3% |
| 3Y | -8.6% | -13.8% | +5.3% | -14.7% |
| 5Y | -20.6% | +27.6% | -48.2% | -47.4% |
| All | -51.8% | +79.4% | -131.2% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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