-20.3%
ACHR vs GD
+102.9%
-123.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 3M | -28.4% | -5.8% | -22.6% | -26.0% |
| 6M | -25.7% | +7.7% | -33.4% | -29.4% |
| YTD | -35.4% | +11.1% | -46.4% | -39.5% |
| 1Y | -45.6% | +6.1% | -51.7% | -47.6% |
| 3Y | -2.2% | +59.8% | -62.0% | -25.3% |
| 5Y | -20.3% | +104.6% | -124.9% | -49.1% |
| All | -20.3% | +102.9% | -123.2% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling