-99.9%
DFNS vs ACHR
-45.0%
-54.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -3.0% |
| 7D | -6.3% | -2.3% | -4.1% | -6.0% |
| 30D | -74.0% | -11.3% | -62.7% | -73.3% |
| 3M | -70.1% | +5.3% | -75.4% | -70.7% |
| 6M | -93.9% | -13.2% | -80.7% | -93.8% |
| YTD | -98.1% | -25.8% | -72.3% | -98.0% |
| 1Y | -98.3% | -34.3% | -64.0% | -98.2% |
| 3Y | -99.9% | -19.9% | -79.9% | -99.9% |
| 5Y | -99.9% | -42.7% | -57.2% | -99.9% |
| All | -99.9% | -45.0% | -54.8% | -99.9% |
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