-22.5%
ACHR vs CART
+39.2%
-61.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +15.3% | +1.5% | +13.8% | +14.8% |
| 30D | -3.0% | +22.4% | -25.4% | -9.9% |
| 3M | -14.0% | +16.5% | -30.5% | -19.0% |
| 6M | -25.8% | +44.9% | -70.7% | -35.6% |
| YTD | -36.0% | +30.0% | -66.0% | -43.1% |
| 1Y | -41.2% | +59.1% | -100.3% | -51.9% |
| 3Y | -8.6% | +138.8% | -147.4% | -38.3% |
| All | -22.5% | +39.2% | -61.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling