-30.5%
ACHR vs CTAS
+115.9%
-146.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.6% | -6.7% |
| 7D | -9.2% | +2.0% | -11.2% | -10.4% |
| 30D | -1.0% | +8.7% | -9.7% | -7.4% |
| 3M | -42.2% | +13.3% | -55.5% | -47.7% |
| 6M | -38.2% | +39.4% | -77.6% | -54.5% |
| YTD | -46.4% | +21.5% | -67.9% | -55.8% |
| 1Y | -49.4% | +21.9% | -71.3% | -58.4% |
| 3Y | -22.5% | +73.6% | -96.1% | -56.7% |
| All | -30.5% | +115.9% | -146.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling