-44.0%
ACHR vs GWW
+219.8%
-263.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.5% |
| 7D | -5.4% | -3.1% | -2.2% | -3.4% |
| 30D | -19.7% | -2.3% | -17.4% | -18.5% |
| 3M | +7.9% | -3.3% | +11.2% | +9.0% |
| 6M | -13.8% | +15.4% | -29.1% | -23.7% |
| YTD | -27.5% | +26.7% | -54.3% | -40.5% |
| 1Y | -33.9% | +29.0% | -62.9% | -46.5% |
| 3Y | -20.0% | +89.0% | -108.9% | -50.7% |
| 5Y | -44.0% | +221.8% | -265.8% | -74.2% |
| All | -44.0% | +219.8% | -263.7% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling