-42.7%
ACHR vs CASY
+331.2%
-373.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +9.8% | -11.3% | +21.2% | +13.6% |
| 3M | -10.5% | -0.6% | -9.9% | -12.1% |
| 6M | -15.5% | +10.7% | -26.2% | -20.9% |
| YTD | -24.1% | +37.1% | -61.2% | -34.5% |
| 1Y | -32.4% | +52.3% | -84.7% | -44.2% |
| 3Y | -11.6% | +215.2% | -226.8% | -42.6% |
| 5Y | -42.9% | +276.5% | -319.4% | -65.2% |
| All | -42.7% | +331.2% | -373.9% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling