-44.0%
ACHR vs GME
+436.1%
-480.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +2.1% |
| 7D | -2.3% | +10.4% | -12.7% | -3.0% |
| 30D | -11.3% | +14.1% | -25.4% | -12.1% |
| 3M | +5.3% | -4.6% | +9.9% | +5.5% |
| 6M | -13.2% | -13.5% | +0.3% | -12.5% |
| YTD | -25.8% | +5.3% | -31.1% | -26.2% |
| 1Y | -34.3% | -14.9% | -19.4% | -33.7% |
| 3Y | -19.9% | +24.3% | -44.2% | -24.2% |
| 5Y | -42.7% | -55.6% | +12.9% | -45.3% |
| All | -44.0% | +436.1% | -480.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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