-24.2%
ACHR vs CART
+39.2%
-63.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +14.0% | +0.3% | +13.8% | +14.0% |
| 30D | -5.0% | +22.4% | -27.5% | -11.8% |
| 3M | -24.8% | +15.6% | -40.4% | -29.0% |
| 6M | -27.3% | +44.9% | -72.2% | -37.0% |
| YTD | -37.4% | +30.0% | -67.4% | -44.3% |
| 1Y | -44.3% | +56.6% | -100.9% | -54.1% |
| 3Y | -5.2% | +131.9% | -137.2% | -35.6% |
| All | -24.2% | +39.2% | -63.4% | -45.5% |
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