+643.2%
GEV vs ACHR
+20.5%
+622.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.7% |
| 7D | +8.1% | +4.9% | +3.2% | +7.2% |
| 30D | -1.9% | +4.3% | -6.2% | -3.1% |
| 3M | +4.1% | +1.7% | +2.3% | +2.5% |
| 6M | +23.2% | -6.9% | +30.1% | +22.5% |
| YTD | +48.9% | -22.5% | +71.4% | +51.8% |
| 1Y | +62.2% | -31.5% | +93.7% | +66.6% |
| All | +643.2% | +20.5% | +622.7% | +706.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling