+632.4%
GEV vs ACHR
+15.3%
+617.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.2% |
| 7D | +1.6% | -2.3% | +3.9% | +2.0% |
| 30D | -7.9% | -11.3% | +3.3% | -6.2% |
| 3M | +5.6% | +5.3% | +0.3% | +3.4% |
| 6M | +13.1% | -13.2% | +26.3% | +13.8% |
| YTD | +46.7% | -25.8% | +72.5% | +50.7% |
| 1Y | +51.3% | -34.3% | +85.6% | +56.6% |
| All | +632.4% | +15.3% | +617.1% | +700.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 10y: compounded portfolio wealth divided by compounded ACHR 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…
10y analysis · Full analysis span regression · 6 months rolling