+210.1%
CAT vs ACHR
-21.9%
+232.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.3% | -1.1% | +6.3% |
| 7D | -2.4% | +15.3% | -17.7% | -3.9% |
| 30D | -25.0% | -3.0% | -22.0% | -24.9% |
| 3M | -28.7% | -14.0% | -14.8% | -28.1% |
| 6M | -33.0% | -25.8% | -7.2% | -31.8% |
| YTD | +5.4% | -36.0% | +41.5% | +8.5% |
| 1Y | +7.3% | -41.2% | +48.5% | +11.0% |
| 3Y | +166.0% | -8.6% | +174.6% | +153.2% |
| 5Y | +210.1% | -20.6% | +230.7% | +174.5% |
| All | +210.1% | -21.9% | +232.0% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling