-41.5%
ACHR vs CAH
+407.8%
-449.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.4% |
| 7D | +4.9% | +0.5% | +4.4% | +4.8% |
| 30D | +4.3% | +1.7% | +2.6% | +4.1% |
| 3M | +1.7% | +17.9% | -16.1% | -0.4% |
| 6M | -6.9% | +10.9% | -17.8% | -8.0% |
| YTD | -22.5% | +17.9% | -40.3% | -24.3% |
| 1Y | -31.5% | +61.7% | -93.2% | -37.6% |
| 3Y | -14.4% | +183.7% | -198.1% | -31.8% |
| 5Y | -41.6% | +401.3% | -443.0% | -59.1% |
| All | -41.5% | +407.8% | -449.3% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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