-33.3%
ACHR vs CMS
-0.8%
-32.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -6.1% |
| 7D | -2.7% | +0.2% | -2.8% | -2.6% |
| 30D | -12.1% | -1.3% | -10.9% | -12.8% |
| 3M | +3.4% | -5.4% | +8.8% | 0.0% |
| 6M | -15.6% | -10.3% | -5.3% | -17.3% |
| YTD | -26.9% | -0.2% | -26.6% | -30.2% |
| All | -33.3% | -0.8% | -32.5% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling