-37.2%
DIS vs ACHR
-43.7%
+6.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | +3.5% | +9.8% | -6.3% | +2.2% |
| 3M | +6.8% | -10.5% | +17.3% | +7.0% |
| 6M | +3.0% | -15.5% | +18.5% | +3.5% |
| YTD | -6.7% | -24.1% | +17.3% | -5.6% |
| 1Y | -10.1% | -32.4% | +22.3% | -8.8% |
| 3Y | +33.0% | -11.6% | +44.7% | +22.6% |
| 5Y | -40.0% | -42.9% | +2.9% | -51.0% |
| All | -37.2% | -43.7% | +6.6% | -53.7% |
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 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