-44.0%
ACHR vs GNRC
-15.1%
-28.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +1.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -11.3% | -15.7% | +4.4% | -4.0% |
| 3M | +5.3% | -27.3% | +32.6% | +20.6% |
| 6M | -13.2% | -12.1% | -1.2% | -10.9% |
| YTD | -25.8% | +37.1% | -62.9% | -39.9% |
| 1Y | -34.3% | -0.5% | -33.8% | -38.2% |
| 3Y | -19.9% | +61.5% | -81.5% | -41.9% |
| 5Y | -42.7% | -58.6% | +15.9% | -36.9% |
| All | -44.0% | -15.1% | -28.9% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling