+123.9%
AAPL vs SCHW
+59.4%
+64.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.8% | +3.4% |
| 7D | -0.5% | -2.8% | +2.3% | +0.2% |
| 30D | +7.1% | -0.1% | +7.2% | +7.1% |
| 3M | +12.1% | +20.6% | -8.5% | +6.8% |
| 6M | +25.4% | +15.9% | +9.5% | +20.4% |
| YTD | +20.5% | +8.5% | +12.0% | +17.4% |
| 1Y | +44.5% | +17.8% | +26.7% | +37.7% |
| 3Y | +85.8% | +88.5% | -2.8% | +55.7% |
| All | +123.9% | +59.4% | +64.5% | +90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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