-38.5%
ACHR vs DECK
+25.8%
-64.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.5% | -5.4% |
| 7D | -11.6% | +6.0% | -17.7% | -14.0% |
| 30D | -16.8% | +7.4% | -24.2% | -19.5% |
| 3M | -25.6% | -11.7% | -13.9% | -21.7% |
| 6M | -33.7% | -11.0% | -22.8% | -31.1% |
| YTD | -48.5% | -15.4% | -33.2% | -46.1% |
| 1Y | -59.6% | +7.2% | -66.8% | -62.2% |
| 3Y | -29.3% | -11.8% | -17.4% | -37.6% |
| 5Y | -38.5% | +24.3% | -62.8% | -60.6% |
| All | -38.5% | +25.8% | -64.3% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling