-33.9%
ACHR vs DT
+1.8%
-35.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -5.4% | -2.5% | -2.8% | -4.7% |
| 30D | -19.7% | +3.5% | -23.3% | -20.6% |
| 3M | +7.9% | +26.7% | -18.8% | +0.9% |
| 6M | -13.8% | +36.1% | -49.9% | -21.2% |
| YTD | -27.5% | +18.6% | -46.2% | -30.2% |
| 1Y | -33.9% | +7.9% | -41.8% | -29.9% |
| All | -33.9% | +1.8% | -35.7% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling