-43.5%
ACHR vs DG
-38.6%
-4.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.6% | -3.1% | -5.3% |
| 7D | -2.7% | -4.8% | +2.2% | -2.0% |
| 30D | -12.1% | +1.8% | -13.9% | -12.4% |
| 3M | +3.4% | +14.5% | -11.1% | +0.7% |
| 6M | -15.6% | -13.6% | -2.1% | -14.3% |
| YTD | -26.9% | -4.8% | -22.0% | -26.7% |
| 1Y | -34.8% | +21.6% | -56.3% | -37.0% |
| 3Y | -19.2% | +4.5% | -23.7% | -22.5% |
| All | -43.5% | -38.6% | -4.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling