-45.3%
ACHR vs DG
-36.8%
-8.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -5.4% | -6.3% | +0.9% | -4.4% |
| 30D | -19.7% | +2.4% | -22.2% | -20.0% |
| 3M | +7.9% | +12.4% | -4.5% | +5.3% |
| 6M | -13.8% | -14.9% | +1.2% | -12.0% |
| YTD | -27.5% | -6.1% | -21.5% | -27.3% |
| 1Y | -33.9% | +17.9% | -51.8% | -36.1% |
| 3Y | -20.0% | +3.1% | -23.1% | -23.3% |
| 5Y | -44.0% | -38.7% | -5.3% | -41.1% |
| All | -45.3% | -36.8% | -8.5% | -45.9% |
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