-49.9%
ACHR vs CTAS
+23.8%
-73.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +0.1% | -11.0% | -10.9% |
| 7D | +11.9% | +0.5% | +11.4% | +12.1% |
| 30D | -2.5% | +10.2% | -12.7% | -0.6% |
| 3M | -31.2% | +12.1% | -43.2% | -29.7% |
| 6M | -32.2% | +38.3% | -70.5% | -32.3% |
| YTD | -42.4% | +21.9% | -64.3% | -40.2% |
| 1Y | -49.9% | +24.0% | -74.0% | -47.9% |
| All | -49.9% | +23.8% | -73.8% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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