-42.7%
ACHR vs DRI
+120.5%
-163.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.5% |
| 7D | -0.7% | +0.6% | -1.3% | -1.1% |
| 30D | +9.8% | +3.8% | +6.0% | +6.8% |
| 3M | -10.5% | +13.0% | -23.5% | -18.9% |
| 6M | -15.5% | +8.3% | -23.8% | -21.6% |
| YTD | -24.1% | +20.6% | -44.7% | -35.0% |
| 1Y | -32.4% | +6.5% | -38.9% | -37.5% |
| 3Y | -11.6% | +53.7% | -65.3% | -37.8% |
| 5Y | -42.9% | +72.7% | -115.6% | -63.8% |
| All | -42.7% | +120.5% | -163.2% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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