+7.4%
ABT vs SCHW
+86.8%
-79.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.6% |
| 30D | -5.8% | -0.1% | -5.7% | -5.8% |
| 3M | +16.7% | +20.6% | -3.8% | +13.9% |
| 6M | -5.2% | +15.9% | -21.2% | -7.0% |
| YTD | -16.0% | +8.5% | -24.5% | -17.2% |
| 1Y | -18.3% | +17.8% | -36.1% | -20.2% |
| All | +7.4% | +86.8% | -79.4% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling