-41.5%
ACHR vs DVA
+55.8%
-97.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.6% |
| 7D | +4.9% | +2.2% | +2.6% | +4.3% |
| 30D | +4.3% | -2.0% | +6.3% | +4.6% |
| 3M | +1.7% | -6.3% | +8.0% | +1.9% |
| 6M | -6.9% | +19.4% | -26.3% | -13.1% |
| YTD | -22.5% | +58.5% | -81.0% | -34.1% |
| 1Y | -31.5% | +33.9% | -65.4% | -38.9% |
| 3Y | -14.4% | +88.4% | -102.8% | -32.2% |
| 5Y | -41.6% | +39.5% | -81.1% | -52.8% |
| All | -41.5% | +55.8% | -97.4% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling