-44.8%
ACHR vs DGX
+117.7%
-162.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.6% | -5.7% |
| 7D | -2.7% | -2.2% | -0.4% | -2.1% |
| 30D | -12.1% | -0.9% | -11.2% | -11.9% |
| 3M | +3.4% | +15.6% | -12.2% | -1.1% |
| 6M | -15.6% | +17.8% | -33.4% | -20.0% |
| YTD | -26.9% | +37.5% | -64.3% | -34.6% |
| 1Y | -34.8% | +31.2% | -65.9% | -40.9% |
| 3Y | -19.2% | +96.6% | -115.8% | -38.3% |
| 5Y | -43.8% | +64.9% | -108.7% | -56.3% |
| All | -44.8% | +117.7% | -162.6% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling