+390.1%
GS vs ACHR
-43.7%
+433.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.2% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -1.6% | +9.8% | -11.4% | -2.9% |
| 3M | -4.5% | -10.5% | +6.0% | -4.1% |
| 6M | +20.9% | -15.5% | +36.4% | +21.8% |
| YTD | +19.9% | -24.1% | +44.0% | +21.8% |
| 1Y | +41.4% | -32.4% | +73.8% | +44.2% |
| 3Y | +239.2% | -11.6% | +250.8% | +221.6% |
| 5Y | +185.0% | -42.9% | +227.9% | +154.4% |
| All | +390.1% | -43.7% | +433.9% | +310.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling