-19.9%
ACHR vs GNRC
+61.6%
-81.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +0.9% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -11.3% | -15.7% | +4.4% | -3.6% |
| 3M | +5.3% | -27.3% | +32.6% | +21.2% |
| 6M | -13.2% | -12.1% | -1.2% | -11.5% |
| YTD | -25.8% | +37.1% | -62.9% | -42.9% |
| 1Y | -34.3% | -0.5% | -33.8% | -39.5% |
| 3Y | -19.9% | +61.5% | -81.5% | -43.3% |
| All | -19.9% | +61.6% | -81.5% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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