-42.7%
ACHR vs DG
-31.6%
-11.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -0.7% | +8.4% | -9.1% | -2.0% |
| 30D | +9.8% | +4.9% | +4.9% | +8.9% |
| 3M | -10.5% | +29.3% | -39.8% | -14.7% |
| 6M | -15.5% | -11.3% | -4.3% | -14.4% |
| YTD | -24.1% | +1.8% | -25.8% | -24.7% |
| 1Y | -32.4% | +25.3% | -57.8% | -35.2% |
| 3Y | -11.6% | +9.1% | -20.7% | -15.9% |
| 5Y | -42.9% | -34.9% | -8.0% | -40.3% |
| All | -42.7% | -31.6% | -11.2% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling