-31.2%
ACHR vs CAG
-0.6%
-30.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.9% | -9.0% | -11.3% |
| 7D | +11.9% | -6.2% | +18.1% | +10.3% |
| 30D | -2.5% | +7.4% | -9.9% | -3.4% |
| 3M | -31.2% | -1.6% | -29.5% | -30.2% |
| All | -31.2% | -0.6% | -30.5% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3mo: compounded portfolio wealth divided by compounded CAG 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…
3mo analysis · Full analysis span regression · Available span rolling