-41.5%
ACHR vs DLTR
+9.7%
-51.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +3.5% |
| 7D | +4.9% | -5.8% | +10.7% | +6.4% |
| 30D | +4.3% | -5.2% | +9.5% | +5.5% |
| 3M | +1.7% | +15.2% | -13.4% | -2.8% |
| 6M | -6.9% | +7.1% | -14.0% | -9.8% |
| YTD | -22.5% | +0.8% | -23.3% | -23.7% |
| 1Y | -31.5% | +24.8% | -56.3% | -36.8% |
| 3Y | -14.4% | +6.9% | -21.3% | -20.3% |
| 5Y | -41.6% | +33.2% | -74.9% | -44.2% |
| All | -41.5% | +9.7% | -51.2% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling