-21.1%
ACHR vs GME
+11.4%
-32.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.3% | -11.0% | -6.5% |
| 7D | -2.7% | +4.8% | -7.5% | -3.4% |
| 30D | -12.1% | +5.9% | -18.0% | -13.0% |
| 3M | +3.4% | -10.7% | +14.1% | +5.0% |
| 6M | -15.6% | -19.8% | +4.2% | -12.9% |
| YTD | -26.9% | -0.9% | -25.9% | -27.0% |
| 1Y | -34.8% | -15.7% | -19.1% | -33.4% |
| All | -21.1% | +11.4% | -32.5% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling