-45.3%
ACHR vs GSK
+65.5%
-110.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -5.4% | -5.4% | 0.0% | -4.7% |
| 30D | -19.7% | -4.6% | -15.1% | -19.2% |
| 3M | +7.9% | -5.1% | +13.0% | +8.2% |
| 6M | -13.8% | -11.4% | -2.3% | -12.6% |
| YTD | -27.5% | +0.7% | -28.2% | -28.3% |
| 1Y | -33.9% | +23.0% | -57.0% | -37.1% |
| 3Y | -20.0% | +48.0% | -67.9% | -28.1% |
| 5Y | -44.0% | +48.2% | -92.2% | -51.3% |
| All | -45.3% | +65.5% | -110.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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