-44.0%
ACHR vs DVA
+57.1%
-101.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -2.3% | -1.3% | -1.0% | -2.0% |
| 30D | -11.3% | 0.0% | -11.3% | -11.4% |
| 3M | +5.3% | -10.9% | +16.2% | +6.9% |
| 6M | -13.2% | +17.3% | -30.5% | -18.6% |
| YTD | -25.8% | +59.8% | -85.6% | -37.1% |
| 1Y | -34.3% | +36.3% | -70.5% | -41.7% |
| 3Y | -19.9% | +88.6% | -108.5% | -36.6% |
| 5Y | -42.7% | +47.5% | -90.2% | -53.9% |
| All | -44.0% | +57.1% | -101.2% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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