-21.8%
ACHR vs DVA
+89.4%
-111.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -19.7% | +1.7% | -21.4% | -20.1% |
| 3M | +7.9% | -8.7% | +16.6% | +8.6% |
| 6M | -13.8% | +19.7% | -33.4% | -20.0% |
| YTD | -27.5% | +59.6% | -87.1% | -39.6% |
| 1Y | -33.9% | +37.1% | -71.0% | -42.0% |
| All | -21.8% | +89.4% | -111.2% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling