-59.6%
ACHR vs DLR
+62.9%
-122.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.9% | -5.0% | -5.6% |
| 7D | -9.2% | +3.3% | -12.6% | -11.3% |
| 30D | -1.0% | +4.6% | -5.6% | -4.0% |
| 3M | -42.2% | -8.3% | -33.9% | -38.7% |
| 6M | -38.2% | -5.6% | -32.6% | -37.1% |
| YTD | -46.4% | +18.7% | -65.1% | -54.3% |
| 1Y | -49.4% | +17.1% | -66.5% | -56.3% |
| 3Y | -22.5% | +54.4% | -76.9% | -41.6% |
| 5Y | -29.8% | +36.5% | -66.3% | -46.7% |
| All | -59.6% | +62.9% | -122.5% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling