-42.7%
ACHR vs GD
+169.2%
-211.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.1% |
| 7D | -0.7% | -5.3% | +4.6% | +2.1% |
| 30D | +9.8% | -6.4% | +16.2% | +13.7% |
| 3M | -10.5% | +5.7% | -16.2% | -13.3% |
| 6M | -15.5% | -0.9% | -14.6% | -15.3% |
| YTD | -24.1% | +8.2% | -32.2% | -27.0% |
| 1Y | -32.4% | +13.4% | -45.9% | -36.1% |
| 3Y | -11.6% | +68.5% | -80.1% | -30.2% |
| 5Y | -42.9% | +97.2% | -140.1% | -56.2% |
| All | -42.7% | +169.2% | -211.9% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling