-19.9%
ACHR vs DGX
+96.4%
-116.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.0% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | -11.3% | -1.2% | -10.1% | -11.0% |
| 3M | +5.3% | +15.8% | -10.5% | +1.2% |
| 6M | -13.2% | +18.2% | -31.4% | -17.4% |
| YTD | -25.8% | +37.2% | -63.0% | -34.0% |
| 1Y | -34.3% | +30.4% | -64.6% | -40.4% |
| 3Y | -19.9% | +96.7% | -116.7% | -48.2% |
| All | -19.9% | +96.4% | -116.4% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling