-44.8%
ACHR vs CMS
+36.5%
-81.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.6% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -12.1% | -1.3% | -10.9% | -12.0% |
| 3M | +3.4% | -5.4% | +8.8% | +3.7% |
| 6M | -15.6% | -10.3% | -5.3% | -14.6% |
| YTD | -26.9% | -0.2% | -26.6% | -27.7% |
| 1Y | -34.8% | -0.9% | -33.9% | -35.4% |
| 3Y | -19.2% | +34.0% | -53.2% | -25.8% |
| 5Y | -43.8% | +23.6% | -67.3% | -48.7% |
| All | -44.8% | +36.5% | -81.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CMS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling