-55.5%
ACHR vs CASY
+292.5%
-348.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.3% | +15.0% | +14.8% |
| 7D | +5.7% | +1.1% | +4.6% | +5.3% |
| 30D | -4.9% | +8.7% | -13.6% | -7.5% |
| 3M | -15.1% | -17.3% | +2.2% | -10.8% |
| 6M | -30.7% | -19.7% | -11.0% | -27.3% |
| YTD | -41.0% | +24.8% | -65.8% | -47.9% |
| 1Y | -50.0% | +31.9% | -81.9% | -56.9% |
| 3Y | -17.0% | +155.4% | -172.4% | -43.1% |
| 5Y | -29.4% | +250.6% | -280.0% | -56.3% |
| All | -55.5% | +292.5% | -348.0% | -73.4% |
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