-21.8%
ACHR vs DLTR
+1.8%
-23.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.4% | -9.4% | +4.1% | -3.5% |
| 30D | -19.7% | -7.3% | -12.4% | -18.6% |
| 3M | +7.9% | +7.6% | +0.4% | +5.6% |
| 6M | -13.8% | +1.6% | -15.3% | -15.0% |
| YTD | -27.5% | -3.5% | -24.0% | -27.8% |
| 1Y | -33.9% | +20.0% | -54.0% | -37.5% |
| All | -21.8% | +1.8% | -23.6% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling