+59.5%
SCHW vs ACHR
-42.8%
+102.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.3% |
| 7D | -1.9% | -2.3% | +0.4% | -1.7% |
| 30D | -1.6% | -11.3% | +9.7% | -0.8% |
| 3M | +21.3% | +5.3% | +16.0% | +19.8% |
| 6M | +16.5% | -13.2% | +29.7% | +16.6% |
| YTD | +8.4% | -25.8% | +34.2% | +9.7% |
| 1Y | +15.6% | -34.3% | +49.9% | +17.3% |
| 3Y | +86.8% | -19.9% | +106.8% | +76.3% |
| All | +59.5% | -42.8% | +102.3% | +38.8% |
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