-41.5%
ACHR vs DKS
+190.7%
-232.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.9% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | +4.3% | -36.6% | +40.9% | +20.8% |
| 3M | +1.7% | -37.6% | +39.4% | +18.0% |
| 6M | -6.9% | -32.1% | +25.2% | +4.0% |
| YTD | -22.5% | -32.3% | +9.8% | -13.4% |
| 1Y | -31.5% | -39.5% | +8.0% | -20.1% |
| 3Y | -14.4% | +27.7% | -42.1% | -25.3% |
| 5Y | -41.6% | +15.0% | -56.7% | -52.2% |
| All | -41.5% | +190.7% | -232.2% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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