-59.6%
ACHR vs GRMN
+168.7%
-228.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.8% | -6.2% |
| 7D | -9.2% | -0.9% | -8.3% | -8.4% |
| 30D | -1.0% | +1.2% | -2.2% | -2.0% |
| 3M | -42.2% | -8.9% | -33.3% | -38.8% |
| 6M | -38.2% | +23.0% | -61.2% | -48.1% |
| YTD | -46.4% | +41.2% | -87.6% | -59.8% |
| 1Y | -49.4% | +47.5% | -96.9% | -63.2% |
| 3Y | -22.5% | +155.8% | -178.3% | -66.0% |
| 5Y | -29.8% | +120.2% | -150.0% | -68.3% |
| All | -59.6% | +168.7% | -228.3% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling