+358.7%
ALAB vs SCHW
+62.2%
+296.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.1% | -5.7% |
| 7D | +0.6% | -2.8% | +3.4% | +2.1% |
| 30D | -8.8% | -0.1% | -8.7% | -9.0% |
| 3M | -14.0% | +20.6% | -34.6% | -24.2% |
| 6M | +144.3% | +15.9% | +128.3% | +117.4% |
| YTD | +71.0% | +8.5% | +62.5% | +61.6% |
| 1Y | +23.5% | +17.8% | +5.7% | +10.1% |
| All | +358.7% | +62.2% | +296.5% | +250.6% |
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