+280.3%
GLW vs ACHR
-57.3%
+337.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.9% | +10.1% | +0.5% |
| 7D | +15.5% | +11.9% | +3.7% | +13.9% |
| 30D | -19.6% | -2.5% | -17.1% | -19.4% |
| 3M | -28.5% | -31.2% | +2.7% | -25.6% |
| 6M | -39.5% | -32.2% | -7.3% | -37.4% |
| YTD | +37.2% | -42.4% | +79.6% | +43.9% |
| 1Y | +35.4% | -49.9% | +85.4% | +43.8% |
| 3Y | +359.7% | -12.9% | +372.6% | +341.6% |
| 5Y | +244.0% | -24.6% | +268.6% | +213.0% |
| All | +280.3% | -57.3% | +337.7% | +241.3% |
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