-42.7%
ACHR vs GWW
+242.9%
-285.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -0.7% | +1.4% | -2.1% | -1.6% |
| 30D | +9.8% | +3.3% | +6.5% | +7.7% |
| 3M | -10.5% | +2.9% | -13.4% | -13.2% |
| 6M | -15.5% | +15.8% | -31.3% | -24.6% |
| YTD | -24.1% | +32.0% | -56.1% | -38.3% |
| 1Y | -32.4% | +29.9% | -62.3% | -44.5% |
| 3Y | -11.6% | +91.1% | -102.7% | -43.1% |
| 5Y | -42.9% | +223.9% | -266.8% | -71.4% |
| All | -42.7% | +242.9% | -285.7% | -73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling