-25.6%
ACHR vs GTLB
-49.8%
+24.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.6% |
| 7D | -5.4% | -4.1% | -1.3% | -4.1% |
| 30D | -19.7% | +12.3% | -32.1% | -23.2% |
| 3M | +7.9% | +65.9% | -58.0% | -10.0% |
| 6M | -13.8% | +104.0% | -117.7% | -34.4% |
| YTD | -27.5% | +26.0% | -53.6% | -35.3% |
| 1Y | -33.9% | -3.5% | -30.5% | -36.0% |
| 3Y | -20.0% | -9.6% | -10.3% | -24.1% |
| All | -25.6% | -49.8% | +24.2% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling