+436.2%
GLW vs ACHR
-45.8%
+482.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +2.2% |
| 7D | +16.9% | -2.7% | +19.5% | +17.2% |
| 30D | +7.0% | -12.1% | +19.1% | +8.1% |
| 3M | -3.0% | +3.4% | -6.4% | -4.3% |
| 6M | +31.0% | -15.6% | +46.6% | +32.1% |
| YTD | +93.4% | -26.9% | +120.3% | +97.4% |
| 1Y | +134.7% | -34.8% | +169.5% | +141.1% |
| 3Y | +471.8% | -19.2% | +491.0% | +447.1% |
| 5Y | +394.5% | -43.8% | +438.2% | +355.9% |
| All | +436.2% | -45.8% | +482.0% | +368.4% |
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