-28.5%
ACHR vs CART
+38.4%
-66.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +0.6% | +14.2% | +14.5% |
| 7D | +5.7% | +3.0% | +2.8% | +4.7% |
| 30D | -4.9% | +28.6% | -33.5% | -13.2% |
| 3M | -15.1% | +29.1% | -44.2% | -23.0% |
| 6M | -30.7% | +44.7% | -75.5% | -39.9% |
| YTD | -41.0% | +29.2% | -70.2% | -47.4% |
| 1Y | -50.0% | +66.2% | -116.2% | -59.9% |
| 3Y | -17.0% | +112.8% | -129.8% | -42.4% |
| All | -28.5% | +38.4% | -66.9% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling