-41.5%
ACHR vs DT
+14.3%
-55.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +3.8% |
| 7D | +4.9% | -4.9% | +9.7% | +7.5% |
| 30D | +4.3% | +2.7% | +1.6% | +2.7% |
| 3M | +1.7% | +20.0% | -18.2% | -8.6% |
| 6M | -6.9% | +28.0% | -34.9% | -20.9% |
| YTD | -22.5% | +16.0% | -38.5% | -31.3% |
| 1Y | -31.5% | +0.7% | -32.2% | -34.1% |
| 3Y | -14.4% | +6.2% | -20.6% | -20.7% |
| 5Y | -41.6% | -28.1% | -13.5% | -41.7% |
| All | -41.5% | +14.3% | -55.8% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling