+369.5%
ALAB vs SCHW
+62.1%
+307.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -6.2% | -1.9% | -4.3% | -5.2% |
| 30D | -8.7% | -1.6% | -7.0% | -8.1% |
| 3M | -20.7% | +21.3% | -42.0% | -30.4% |
| 6M | +133.5% | +16.5% | +117.0% | +107.0% |
| YTD | +75.1% | +8.4% | +66.6% | +65.5% |
| 1Y | +25.0% | +15.6% | +9.4% | +13.0% |
| All | +369.5% | +62.1% | +307.4% | +259.0% |
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