-27.7%
ACHR vs CART
+111.7%
-139.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.4% | -3.7% | -5.2% |
| 7D | -11.6% | +1.2% | -12.8% | -12.0% |
| 30D | -16.8% | +27.1% | -43.9% | -23.8% |
| 3M | -25.6% | +27.4% | -53.0% | -32.3% |
| 6M | -33.7% | +32.1% | -65.9% | -41.0% |
| YTD | -48.5% | +28.5% | -77.0% | -54.1% |
| 1Y | -59.6% | +58.8% | -118.4% | -67.1% |
| All | -27.7% | +111.7% | -139.3% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling