+243.8%
GLW vs ACHR
-21.9%
+265.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.3% | +0.9% | +8.2% |
| 7D | -5.9% | +15.3% | -21.2% | -7.5% |
| 30D | -26.0% | -3.0% | -23.0% | -25.8% |
| 3M | -29.9% | -14.0% | -15.9% | -29.2% |
| 6M | -37.8% | -25.8% | -12.0% | -36.2% |
| YTD | +33.1% | -36.0% | +69.2% | +37.9% |
| 1Y | +36.8% | -41.2% | +78.0% | +42.7% |
| 3Y | +356.1% | -8.6% | +364.6% | +334.9% |
| 5Y | +243.8% | -20.6% | +264.4% | +209.6% |
| All | +243.8% | -21.9% | +265.7% | +209.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling