-59.6%
ACHR vs DG
-30.7%
-28.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.9% |
| 7D | -9.2% | +0.3% | -9.5% | -9.2% |
| 30D | -1.0% | +3.2% | -4.2% | -1.6% |
| 3M | -42.2% | +10.4% | -52.6% | -43.2% |
| 6M | -38.2% | +33.2% | -71.4% | -41.5% |
| YTD | -46.4% | +3.0% | -49.4% | -47.1% |
| 1Y | -49.4% | +31.2% | -80.6% | -51.9% |
| 3Y | -22.5% | +21.8% | -44.3% | -28.3% |
| 5Y | -29.8% | -35.0% | +5.2% | -26.4% |
| All | -59.6% | -30.7% | -28.8% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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