+8.8%
DASH vs ACHR
-52.6%
+61.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | -1.2% |
| 7D | -4.8% | +15.3% | -20.1% | -8.1% |
| 30D | -7.9% | -3.0% | -4.9% | -7.7% |
| 3M | -16.3% | -14.0% | -2.4% | -14.7% |
| 6M | +10.4% | -25.8% | +36.2% | +14.4% |
| YTD | -20.1% | -36.0% | +15.9% | -15.4% |
| 1Y | -11.4% | -41.2% | +29.8% | -4.9% |
| 3Y | +114.1% | -8.6% | +122.6% | +73.0% |
| 5Y | -5.8% | -20.6% | +14.9% | -39.2% |
| All | +8.8% | -52.6% | +61.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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