+263.9%
GLW vs ACHR
-60.3%
+324.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.9% | +2.6% | -3.5% |
| 7D | +7.7% | -9.2% | +17.0% | +9.0% |
| 30D | -18.8% | -1.0% | -17.9% | -18.8% |
| 3M | -27.7% | -42.2% | +14.4% | -23.1% |
| 6M | -44.4% | -38.2% | -6.2% | -41.8% |
| YTD | +31.3% | -46.4% | +77.7% | +38.9% |
| 1Y | +40.0% | -49.4% | +89.4% | +48.8% |
| 3Y | +339.2% | -22.5% | +361.7% | +327.3% |
| 5Y | +229.2% | -29.8% | +259.0% | +202.2% |
| All | +263.9% | -60.3% | +324.2% | +229.5% |
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