-44.0%
ACHR vs DLR
+69.5%
-113.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -11.3% | -4.3% | -7.0% | -8.6% |
| 3M | +5.3% | +3.8% | +1.5% | +0.2% |
| 6M | -13.2% | +5.8% | -19.1% | -18.7% |
| YTD | -25.8% | +23.5% | -49.3% | -38.4% |
| 1Y | -34.3% | +11.1% | -45.4% | -40.6% |
| 3Y | -19.9% | +57.9% | -77.8% | -40.7% |
| 5Y | -42.7% | +44.0% | -86.6% | -57.5% |
| All | -44.0% | +69.5% | -113.5% | -60.0% |
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