+94.1%
SCHD vs ACHR
-45.0%
+139.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | -2.0% | -2.3% | +0.3% | -1.9% |
| 30D | -0.4% | -11.3% | +10.9% | +0.1% |
| 3M | +5.7% | +5.3% | +0.4% | +5.0% |
| 6M | +11.9% | -13.2% | +25.1% | +12.0% |
| YTD | +26.4% | -25.8% | +52.2% | +27.3% |
| 1Y | +27.6% | -34.3% | +61.9% | +28.6% |
| 3Y | +54.9% | -19.9% | +74.9% | +49.2% |
| 5Y | +60.9% | -42.7% | +103.6% | +48.5% |
| All | +94.1% | -45.0% | +139.1% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling