-22.5%
ACHR vs CTAS
+74.7%
-97.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.8% |
| 7D | -9.2% | +2.0% | -11.2% | -9.9% |
| 30D | -1.0% | +8.7% | -9.7% | -5.1% |
| 3M | -42.2% | +13.3% | -55.5% | -45.8% |
| 6M | -38.2% | +39.4% | -77.6% | -50.3% |
| YTD | -46.4% | +21.5% | -67.9% | -52.7% |
| 1Y | -49.4% | +21.9% | -71.3% | -55.5% |
| 3Y | -22.5% | +73.6% | -96.1% | -48.8% |
| All | -22.5% | +74.7% | -97.2% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling