-100.0%
DFNS vs ACHR
-57.3%
-42.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -10.9% | -8.4% | -17.3% |
| 7D | -12.7% | +11.9% | -24.6% | -14.7% |
| 30D | -65.2% | -2.5% | -62.7% | -65.2% |
| 3M | -94.6% | -31.2% | -63.4% | -94.2% |
| 6M | -96.2% | -32.2% | -64.0% | -96.0% |
| YTD | -99.6% | -42.4% | -57.2% | -99.6% |
| 1Y | -99.7% | -49.9% | -49.8% | -99.7% |
| 3Y | -100.0% | -12.9% | -87.1% | -100.0% |
| 5Y | -100.0% | -24.6% | -75.4% | -100.0% |
| All | -100.0% | -57.3% | -42.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling