-44.0%
ACHR vs DLR
+39.0%
-83.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.6% |
| 7D | -5.4% | -1.3% | -4.1% | -4.4% |
| 30D | -19.7% | -2.9% | -16.9% | -18.4% |
| 3M | +7.9% | +3.2% | +4.7% | +2.6% |
| 6M | -13.8% | +3.9% | -17.6% | -18.5% |
| YTD | -27.5% | +21.4% | -49.0% | -40.1% |
| 1Y | -33.9% | +9.7% | -43.6% | -40.3% |
| 3Y | -20.0% | +56.5% | -76.5% | -42.3% |
| 5Y | -44.0% | +41.5% | -85.5% | -57.0% |
| All | -44.0% | +39.0% | -83.0% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling