-51.8%
ACHR vs CMS
+40.4%
-92.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.8% | +8.3% |
| 7D | +15.3% | -0.9% | +16.3% | +15.4% |
| 30D | -3.0% | +7.1% | -10.1% | -3.8% |
| 3M | -14.0% | -1.3% | -12.7% | -13.9% |
| 6M | -25.8% | -2.7% | -23.1% | -25.9% |
| YTD | -36.0% | +2.6% | -38.7% | -37.0% |
| 1Y | -41.2% | -2.0% | -39.2% | -41.4% |
| 3Y | -8.6% | +39.6% | -48.2% | -16.3% |
| 5Y | -20.6% | +35.3% | -56.0% | -28.8% |
| All | -51.8% | +40.4% | -92.2% | -58.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling