-45.3%
ACHR vs DT
+16.9%
-62.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.8% |
| 7D | -5.4% | -2.5% | -2.8% | -4.2% |
| 30D | -19.7% | +3.5% | -23.3% | -21.4% |
| 3M | +7.9% | +26.7% | -18.8% | -6.0% |
| 6M | -13.8% | +36.1% | -49.9% | -29.3% |
| YTD | -27.5% | +18.6% | -46.2% | -36.6% |
| 1Y | -33.9% | +7.9% | -41.8% | -38.9% |
| 3Y | -20.0% | +8.6% | -28.5% | -26.8% |
| 5Y | -44.0% | -26.7% | -17.3% | -44.7% |
| All | -45.3% | +16.9% | -62.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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