-41.5%
ACHR vs CMS
+37.8%
-79.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | +4.9% | +1.2% | +3.6% | +4.7% |
| 30D | +4.3% | -3.2% | +7.4% | +4.6% |
| 3M | +1.7% | -2.2% | +4.0% | +1.4% |
| 6M | -6.9% | -9.4% | +2.6% | -5.8% |
| YTD | -22.5% | +0.7% | -23.2% | -23.5% |
| 1Y | -31.5% | +0.4% | -31.8% | -32.3% |
| 3Y | -14.4% | +35.2% | -49.6% | -21.4% |
| 5Y | -41.6% | +24.1% | -65.8% | -46.8% |
| All | -41.5% | +37.8% | -79.3% | -49.6% |
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