-42.9%
ACHR vs DOC
-24.5%
-18.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.3% |
| 7D | -0.7% | -1.5% | +0.8% | +0.2% |
| 30D | +9.8% | -4.8% | +14.6% | +12.9% |
| 3M | -10.5% | +6.9% | -17.4% | -16.1% |
| 6M | -15.5% | +20.7% | -36.3% | -28.0% |
| YTD | -24.1% | +34.1% | -58.2% | -40.4% |
| 1Y | -32.4% | +22.6% | -55.1% | -43.5% |
| 3Y | -11.6% | +20.8% | -32.4% | -26.5% |
| All | -42.9% | -24.5% | -18.4% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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