+75.8%
GM vs ACHR
-42.8%
+118.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -2.4% | -2.3% | -0.2% | -2.2% |
| 30D | -1.1% | -11.3% | +10.2% | +0.3% |
| 3M | +6.1% | +5.3% | +0.8% | +4.3% |
| 6M | +15.0% | -13.2% | +28.2% | +15.4% |
| YTD | +6.0% | -25.8% | +31.8% | +8.0% |
| 1Y | +47.1% | -34.3% | +81.4% | +49.8% |
| 3Y | +170.5% | -19.9% | +190.4% | +145.4% |
| All | +75.8% | -42.8% | +118.5% | +45.6% |
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