-20.5%
ACHR vs GTLB
-50.0%
+29.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +4.0% |
| 7D | +4.9% | +4.6% | +0.3% | +2.9% |
| 30D | +4.3% | +21.0% | -16.7% | -2.6% |
| 3M | +1.7% | +51.7% | -50.0% | -12.4% |
| 6M | -6.9% | +89.3% | -96.2% | -27.3% |
| YTD | -22.5% | +25.6% | -48.1% | -30.7% |
| 1Y | -31.5% | -1.5% | -29.9% | -34.1% |
| 3Y | -14.4% | -9.9% | -4.5% | -18.7% |
| All | -20.5% | -50.0% | +29.5% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling