-42.7%
ACHR vs CMS
+37.1%
-79.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.7% |
| 30D | +9.8% | -3.6% | +13.4% | +10.2% |
| 3M | -10.5% | -1.9% | -8.6% | -11.0% |
| 6M | -15.5% | -11.0% | -4.6% | -14.3% |
| YTD | -24.1% | +0.2% | -24.3% | -25.0% |
| 1Y | -32.4% | -1.3% | -31.1% | -33.0% |
| 3Y | -11.6% | +35.9% | -47.5% | -18.9% |
| 5Y | -42.9% | +23.1% | -66.0% | -47.9% |
| All | -42.7% | +37.1% | -79.8% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling