-58.7%
ACHR vs DECK
+76.8%
-135.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.0% | -6.2% | -2.7% |
| 7D | -5.1% | +10.4% | -15.4% | -9.0% |
| 30D | -12.7% | +11.1% | -23.8% | -16.6% |
| 3M | -22.4% | -10.8% | -11.6% | -19.0% |
| 6M | -28.6% | -8.7% | -19.9% | -26.7% |
| YTD | -45.2% | -14.0% | -31.2% | -43.1% |
| 1Y | -56.9% | +12.0% | -68.9% | -60.2% |
| 3Y | -24.7% | -10.5% | -14.2% | -31.2% |
| 5Y | -36.8% | +28.5% | -65.3% | -58.0% |
| All | -58.7% | +76.8% | -135.5% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling