+365.7%
ALAB vs SCHW
+61.5%
+304.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.7% | -5.8% |
| 7D | +3.2% | -1.3% | +4.5% | +3.9% |
| 30D | -13.6% | -0.4% | -13.2% | -13.6% |
| 3M | -16.6% | +21.7% | -38.3% | -27.0% |
| 6M | +142.3% | +13.0% | +129.4% | +120.2% |
| YTD | +73.6% | +8.0% | +65.6% | +64.5% |
| 1Y | +33.7% | +15.8% | +17.8% | +20.5% |
| All | +365.7% | +61.5% | +304.2% | +256.8% |
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