-100.0%
DFNS vs ACHR
-19.0%
-81.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.2% | +9.5% | +12.1% |
| 7D | -13.0% | +18.0% | -30.9% | -16.1% |
| 30D | -56.9% | +3.6% | -60.5% | -57.5% |
| 3M | -93.2% | -28.4% | -64.8% | -92.8% |
| 6M | -95.4% | -25.7% | -69.8% | -95.3% |
| YTD | -99.5% | -35.4% | -64.1% | -99.5% |
| 1Y | -99.6% | -45.6% | -54.0% | -99.6% |
| 3Y | -100.0% | -2.2% | -97.8% | -100.0% |
| 5Y | -100.0% | -20.3% | -79.6% | -100.0% |
| All | -100.0% | -19.0% | -81.0% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling