-21.1%
ACHR vs GTLB
-12.2%
-8.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -3.9% | -5.0% |
| 7D | -2.7% | -6.6% | +3.9% | -0.1% |
| 30D | -12.1% | +13.7% | -25.9% | -16.7% |
| 3M | +3.4% | +52.9% | -49.5% | -12.8% |
| 6M | -15.6% | +88.5% | -104.1% | -35.9% |
| YTD | -26.9% | +23.4% | -50.3% | -34.6% |
| 1Y | -34.8% | -3.8% | -30.9% | -36.1% |
| All | -21.1% | -12.2% | -8.9% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling