-30.3%
ACHR vs CART
+39.2%
-69.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -0.7% | -10.2% | -10.7% |
| 7D | +11.9% | +1.2% | +10.7% | +11.5% |
| 30D | -2.5% | +17.8% | -20.3% | -8.1% |
| 3M | -31.2% | +20.7% | -51.9% | -36.0% |
| 6M | -32.2% | +49.7% | -82.0% | -41.9% |
| YTD | -42.4% | +30.0% | -72.4% | -48.8% |
| 1Y | -49.9% | +48.4% | -98.3% | -57.9% |
| 3Y | -12.9% | +132.0% | -144.8% | -40.8% |
| All | -30.3% | +39.2% | -69.5% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling