-59.6%
ACHR vs GME
+555.3%
-614.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.0% |
| 7D | -9.2% | +2.9% | -12.1% | -9.4% |
| 30D | -1.0% | -4.8% | +3.8% | -0.6% |
| 3M | -42.2% | +39.2% | -81.4% | -43.5% |
| 6M | -38.2% | +17.1% | -55.3% | -38.9% |
| YTD | -46.4% | +28.7% | -75.1% | -47.4% |
| 1Y | -49.4% | +23.3% | -72.7% | -50.2% |
| 3Y | -22.5% | +112.9% | -135.4% | -28.7% |
| 5Y | -29.8% | -48.8% | +19.0% | -34.0% |
| All | -59.6% | +555.3% | -614.8% | -60.1% |
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