-42.9%
ACHR vs GD
+97.9%
-140.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.1% |
| 7D | -0.7% | -5.3% | +4.6% | +2.4% |
| 30D | +9.8% | -6.4% | +16.2% | +14.0% |
| 3M | -10.5% | +5.7% | -16.2% | -13.6% |
| 6M | -15.5% | -0.9% | -14.6% | -15.2% |
| YTD | -24.1% | +8.2% | -32.2% | -27.3% |
| 1Y | -32.4% | +13.4% | -45.9% | -36.5% |
| 3Y | -11.6% | +68.5% | -80.1% | -32.5% |
| All | -42.9% | +97.9% | -140.8% | -59.1% |
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