-42.7%
ACHR vs CTAS
+139.0%
-181.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -0.7% | -1.8% | +1.1% | +0.5% |
| 30D | +9.8% | -0.2% | +10.0% | +9.9% |
| 3M | -10.5% | +11.7% | -22.2% | -19.3% |
| 6M | -15.5% | +0.7% | -16.2% | -17.8% |
| YTD | -24.1% | +7.4% | -31.5% | -30.1% |
| 1Y | -32.4% | -2.1% | -30.3% | -33.5% |
| 3Y | -11.6% | +62.9% | -74.5% | -42.9% |
| 5Y | -42.9% | +111.9% | -154.8% | -69.8% |
| All | -42.7% | +139.0% | -181.8% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling