-56.6%
ACHR vs CASY
+303.3%
-359.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | -1.0% | -9.9% | -10.6% |
| 7D | +11.9% | +2.5% | +9.4% | +11.2% |
| 30D | -2.5% | +10.2% | -12.7% | -5.4% |
| 3M | -31.2% | -15.7% | -15.5% | -28.0% |
| 6M | -32.2% | -18.4% | -13.9% | -29.1% |
| YTD | -42.4% | +28.3% | -70.7% | -49.6% |
| 1Y | -49.9% | +32.6% | -82.5% | -56.8% |
| 3Y | -12.9% | +159.5% | -172.4% | -40.5% |
| 5Y | -24.6% | +263.9% | -288.5% | -53.7% |
| All | -56.6% | +303.3% | -359.9% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling