-50.0%
ACHR vs CART
+60.1%
-110.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.6% | +14.2% | +14.6% |
| 7D | +5.7% | +3.0% | +2.8% | +5.2% |
| 30D | -4.9% | +28.6% | -33.5% | -9.5% |
| 3M | -15.1% | +29.1% | -44.2% | -19.5% |
| 6M | -30.7% | +44.7% | -75.5% | -35.1% |
| YTD | -41.0% | +29.2% | -70.2% | -46.1% |
| 1Y | -50.0% | +66.2% | -116.2% | -56.1% |
| All | -50.0% | +60.1% | -110.1% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling