+229.9%
AMAT vs SCHW
+86.0%
+143.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.6% |
| 7D | +7.0% | -1.3% | +8.3% | +7.4% |
| 30D | -12.2% | -0.4% | -11.8% | -12.3% |
| 3M | -3.8% | +21.7% | -25.5% | -11.2% |
| 6M | +45.9% | +13.0% | +33.0% | +38.4% |
| YTD | +84.6% | +8.0% | +76.6% | +78.1% |
| 1Y | +193.4% | +15.8% | +177.5% | +173.1% |
| All | +229.9% | +86.0% | +143.9% | +153.7% |
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