-10.0%
ABT vs SCHW
+59.4%
-69.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -5.0% | -2.8% | -2.2% | -4.5% |
| 30D | -5.8% | -0.1% | -5.7% | -5.8% |
| 3M | +16.7% | +20.6% | -3.8% | +13.2% |
| 6M | -5.2% | +15.9% | -21.2% | -7.5% |
| YTD | -16.0% | +8.5% | -24.5% | -17.3% |
| 1Y | -18.3% | +17.8% | -36.1% | -20.7% |
| 3Y | +9.2% | +88.5% | -79.3% | -3.1% |
| All | -10.0% | +59.4% | -69.4% | -17.7% |
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