-19.9%
ACHR vs SCHG
+86.3%
-106.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +0.8% |
| 7D | -2.3% | -1.0% | -1.2% | -0.4% |
| 30D | -11.3% | -1.3% | -10.0% | -8.9% |
| 3M | +5.3% | +5.4% | -0.2% | -3.0% |
| 6M | -13.2% | +14.4% | -27.6% | -29.4% |
| YTD | -25.8% | +8.0% | -33.8% | -33.3% |
| 1Y | -34.3% | +12.7% | -47.0% | -44.1% |
| 3Y | -19.9% | +85.6% | -105.5% | -65.4% |
| All | -19.9% | +86.3% | -106.2% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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