+1,607.1%
AMAT vs SCHW
+301.3%
+1,305.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +4.2% | -2.8% | +6.9% | +5.4% |
| 30D | -13.5% | -0.1% | -13.5% | -13.7% |
| 3M | -8.6% | +20.6% | -29.1% | -17.5% |
| 6M | +31.6% | +15.9% | +15.6% | +20.1% |
| YTD | +77.3% | +8.5% | +68.8% | +66.7% |
| 1Y | +179.4% | +17.8% | +161.5% | +151.4% |
| 3Y | +215.0% | +88.5% | +126.5% | +119.2% |
| 5Y | +245.8% | +60.6% | +185.2% | +148.5% |
| All | +1,607.1% | +301.3% | +1,305.8% | +660.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling