+606.9%
GEV vs ACHR
+12.6%
+594.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.7% |
| 7D | -1.9% | -5.4% | +3.5% | -0.9% |
| 30D | -8.7% | -19.7% | +11.0% | -5.4% |
| 3M | +6.6% | +7.9% | -1.3% | +4.0% |
| 6M | +10.2% | -13.8% | +24.0% | +11.1% |
| YTD | +41.6% | -27.5% | +69.2% | +46.1% |
| 1Y | +43.9% | -33.9% | +77.8% | +48.8% |
| All | +606.9% | +12.6% | +594.3% | +676.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling