-44.8%
ACHR vs DTE
+55.0%
-99.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.3% |
| 7D | -2.7% | 0.0% | -2.7% | -2.6% |
| 30D | -12.1% | -0.5% | -11.6% | -12.0% |
| 3M | +3.4% | -6.0% | +9.4% | +5.0% |
| 6M | -15.6% | -7.2% | -8.4% | -14.3% |
| YTD | -26.9% | +7.2% | -34.0% | -31.2% |
| 1Y | -34.8% | +4.1% | -38.8% | -37.5% |
| 3Y | -19.2% | +46.9% | -66.1% | -32.5% |
| 5Y | -43.8% | +32.9% | -76.7% | -52.3% |
| All | -44.8% | +55.0% | -99.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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