-56.2%
ACHR vs DOCN
+74.7%
-130.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +2.5% | +12.2% | +13.9% |
| 7D | +5.7% | -19.2% | +24.9% | +13.4% |
| 30D | -4.9% | -43.1% | +38.1% | +14.4% |
| 3M | -15.1% | -40.7% | +25.6% | -1.4% |
| 6M | -30.7% | -55.0% | +24.2% | -13.4% |
| YTD | -41.0% | +50.6% | -91.6% | -56.6% |
| 1Y | -50.0% | +54.0% | -104.0% | -63.6% |
| 3Y | -17.0% | +203.9% | -220.9% | -56.7% |
| 5Y | -29.4% | -29.4% | 0.0% | -54.6% |
| All | -56.2% | +74.7% | -130.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling