-42.7%
ACHR vs GME
+385.7%
-428.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.7% | +7.2% | -7.9% | -1.2% |
| 30D | +9.8% | +0.8% | +9.0% | +9.7% |
| 3M | -10.5% | -14.0% | +3.5% | -9.6% |
| 6M | -15.5% | -19.7% | +4.2% | -14.3% |
| YTD | -24.1% | -4.6% | -19.5% | -23.9% |
| 1Y | -32.4% | -14.3% | -18.1% | -31.8% |
| 3Y | -11.6% | +4.0% | -15.6% | -15.5% |
| 5Y | -42.9% | -62.2% | +19.3% | -45.2% |
| All | -42.7% | +385.7% | -428.4% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling