-51.3%
ACHR vs GD
+176.4%
-227.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.2% | +3.2% |
| 7D | +18.0% | +0.6% | +17.3% | +17.6% |
| 30D | +3.6% | +9.5% | -5.8% | -1.2% |
| 3M | -28.4% | -5.8% | -22.6% | -26.3% |
| 6M | -25.7% | +7.7% | -33.4% | -28.9% |
| YTD | -35.4% | +11.1% | -46.4% | -38.8% |
| 1Y | -45.6% | +6.1% | -51.7% | -47.3% |
| 3Y | -2.2% | +59.8% | -62.0% | -21.1% |
| 5Y | -20.3% | +104.6% | -124.9% | -39.8% |
| All | -51.3% | +176.4% | -227.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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