-59.6%
ACHR vs GD
+173.6%
-233.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -9.2% | +2.7% | -11.9% | -10.3% |
| 30D | -1.0% | +8.6% | -9.6% | -5.2% |
| 3M | -42.2% | -7.1% | -35.1% | -40.0% |
| 6M | -38.2% | +7.5% | -45.7% | -40.8% |
| YTD | -46.4% | +9.9% | -56.3% | -49.0% |
| 1Y | -49.4% | +7.6% | -56.9% | -51.2% |
| 3Y | -22.5% | +56.2% | -78.7% | -36.8% |
| 5Y | -29.8% | +100.6% | -130.4% | -46.7% |
| All | -59.6% | +173.6% | -233.1% | -71.0% |
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