+6,245.3%
ABT vs SCHW
+52,029.0%
-45,783.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.9% | -1.9% | -4.0% | -5.6% |
| 30D | -8.1% | -1.6% | -6.5% | -7.9% |
| 3M | +14.5% | +21.3% | -6.7% | +11.2% |
| 6M | -6.3% | +16.5% | -22.8% | -8.5% |
| YTD | -17.1% | +8.4% | -25.5% | -18.3% |
| 1Y | -21.4% | +15.6% | -37.0% | -23.3% |
| 3Y | +5.9% | +86.8% | -80.9% | -5.0% |
| 5Y | -12.8% | +60.5% | -73.3% | -21.3% |
| 10Y | +200.1% | +297.7% | -97.6% | +130.6% |
| All | +6,245.3% | +52,029.0% | -45,783.7% | +1,722.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling