+256.9%
GLW vs ACHR
-53.6%
+310.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.0% |
| 7D | -11.1% | +14.0% | -25.2% | -12.5% |
| 30D | -28.4% | -5.0% | -23.4% | -28.0% |
| 3M | -28.8% | -24.8% | -4.0% | -26.8% |
| 6M | -39.8% | -27.3% | -12.5% | -38.2% |
| YTD | +28.7% | -37.4% | +66.1% | +33.7% |
| 1Y | +27.7% | -44.3% | +72.0% | +34.0% |
| 3Y | +331.3% | -5.2% | +336.6% | +310.3% |
| 5Y | +233.4% | -20.8% | +254.3% | +201.2% |
| All | +256.9% | -53.6% | +310.5% | +217.1% |
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