+463.3%
GLW vs ACHR
-8.8%
+472.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.1% | +5.5% | +7.2% |
| 7D | +14.0% | +4.9% | +9.2% | +13.2% |
| 30D | +0.4% | +4.3% | -3.9% | -1.1% |
| 3M | -11.3% | +1.7% | -13.1% | -12.7% |
| 6M | +35.1% | -6.9% | +41.9% | +34.5% |
| YTD | +90.5% | -22.5% | +113.0% | +93.6% |
| 1Y | +132.0% | -31.5% | +163.5% | +137.9% |
| 3Y | +463.3% | -14.4% | +477.7% | +434.4% |
| All | +463.3% | -8.8% | +472.1% | +434.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling