-6.5%
ACHR vs CART
+135.4%
-141.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.9% |
| 7D | +18.0% | -0.6% | +18.6% | +18.3% |
| 30D | +3.6% | +23.1% | -19.5% | -4.2% |
| 3M | -28.4% | +19.2% | -47.6% | -33.3% |
| 6M | -25.7% | +45.7% | -71.4% | -36.1% |
| YTD | -35.4% | +30.9% | -66.3% | -42.9% |
| 1Y | -45.6% | +50.2% | -95.8% | -54.9% |
| All | -6.5% | +135.4% | -141.9% | -40.0% |
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