+310.1%
GS vs ACHR
-61.9%
+371.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.1% | -0.3% | -5.7% |
| 7D | -6.3% | -11.6% | +5.3% | -5.0% |
| 30D | -3.1% | -16.8% | +13.6% | -1.2% |
| 3M | -17.7% | -25.6% | +7.9% | -15.3% |
| 6M | -4.6% | -33.7% | +29.2% | -1.1% |
| YTD | +0.3% | -48.5% | +48.8% | +6.3% |
| 1Y | +11.7% | -59.6% | +71.3% | +21.0% |
| 3Y | +183.6% | -29.3% | +212.8% | +177.4% |
| 5Y | +141.0% | -38.5% | +179.4% | +119.2% |
| All | +310.1% | -61.9% | +371.9% | +258.6% |
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 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