-41.5%
ACHR vs GWW
+233.8%
-275.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +3.7% |
| 7D | +4.9% | -1.5% | +6.4% | +5.7% |
| 30D | +4.3% | +1.1% | +3.2% | +3.6% |
| 3M | +1.7% | -1.0% | +2.7% | +1.1% |
| 6M | -6.9% | +16.3% | -23.2% | -17.3% |
| YTD | -22.5% | +28.5% | -51.0% | -36.0% |
| 1Y | -31.5% | +30.3% | -61.8% | -44.0% |
| 3Y | -14.4% | +91.6% | -106.0% | -45.0% |
| 5Y | -41.6% | +224.0% | -265.6% | -70.5% |
| All | -41.5% | +233.8% | -275.3% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GWW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling