-24.6%
ACHR vs DLR
+41.2%
-65.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +1.3% | -12.2% | -11.9% |
| 7D | +11.9% | +5.0% | +6.8% | +7.6% |
| 30D | -2.5% | +3.0% | -5.5% | -4.6% |
| 3M | -31.2% | -6.3% | -24.9% | -27.9% |
| 6M | -32.2% | -4.8% | -27.5% | -31.5% |
| YTD | -42.4% | +21.0% | -63.4% | -52.7% |
| 1Y | -49.9% | +15.1% | -65.1% | -56.9% |
| 3Y | -12.9% | +56.0% | -68.9% | -38.3% |
| 5Y | -24.6% | +39.1% | -63.7% | -38.6% |
| All | -24.6% | +41.2% | -65.8% | -38.6% |
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