-52.8%
ACHR vs GD
+176.6%
-229.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.8% |
| 7D | +14.0% | -1.9% | +15.9% | +15.2% |
| 30D | -5.0% | +10.9% | -16.0% | -10.2% |
| 3M | -24.8% | -6.8% | -18.0% | -22.2% |
| 6M | -27.3% | +7.0% | -34.3% | -30.2% |
| YTD | -37.4% | +11.1% | -48.5% | -40.8% |
| 1Y | -44.3% | +7.0% | -51.3% | -46.2% |
| 3Y | -5.2% | +59.9% | -65.2% | -23.6% |
| 5Y | -20.8% | +102.5% | -123.3% | -40.3% |
| All | -52.8% | +176.6% | -229.3% | -66.3% |
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