+1.5%
CARR vs ACHR
-19.6%
+21.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -0.9% | +1.2% |
| 7D | -3.8% | -2.3% | -1.5% | -3.5% |
| 30D | -8.9% | -11.3% | +2.4% | -7.7% |
| 3M | -17.3% | +5.3% | -22.6% | -18.6% |
| 6M | -1.4% | -13.2% | +11.8% | -1.1% |
| YTD | +10.0% | -25.8% | +35.8% | +11.9% |
| 1Y | -6.4% | -34.3% | +27.9% | -4.3% |
| 3Y | +1.5% | -19.9% | +21.5% | +2.3% |
| All | +1.5% | -19.6% | +21.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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