+398.7%
CAT vs ACHR
-45.8%
+444.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.7% | +4.8% | -0.3% |
| 7D | +2.9% | -2.7% | +5.6% | +3.2% |
| 30D | -2.6% | -12.1% | +9.5% | -1.6% |
| 3M | -10.7% | +3.4% | -14.1% | -11.6% |
| 6M | +16.1% | -15.6% | +31.8% | +16.8% |
| YTD | +43.2% | -26.9% | +70.1% | +45.6% |
| 1Y | +96.8% | -34.8% | +131.6% | +101.0% |
| 3Y | +201.4% | -19.2% | +220.6% | +189.4% |
| 5Y | +332.7% | -43.8% | +376.4% | +285.9% |
| All | +398.7% | -45.8% | +444.5% | +322.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling