-34.3%
ACHR vs GTLB
-4.2%
-30.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.6% |
| 7D | -2.3% | -5.7% | +3.4% | -0.7% |
| 30D | -11.3% | +15.1% | -26.4% | -15.1% |
| 3M | +5.3% | +65.5% | -60.2% | -7.2% |
| 6M | -13.2% | +102.9% | -116.1% | -27.9% |
| YTD | -25.8% | +25.2% | -51.0% | -33.0% |
| 1Y | -34.3% | -5.5% | -28.7% | -28.5% |
| All | -34.3% | -4.2% | -30.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling