+262.0%
AMAT vs SCHW
+59.1%
+202.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +6.9% | -1.6% | +8.5% | +7.5% |
| 30D | -10.1% | -1.1% | -9.1% | -9.9% |
| 3M | -6.0% | +20.4% | -26.3% | -13.5% |
| 6M | +38.6% | +13.6% | +25.0% | +29.9% |
| YTD | +83.1% | +7.7% | +75.4% | +75.0% |
| 1Y | +188.3% | +15.2% | +173.2% | +167.2% |
| 3Y | +225.3% | +87.1% | +138.2% | +141.6% |
| 5Y | +262.0% | +57.5% | +204.5% | +187.3% |
| All | +262.0% | +59.1% | +202.9% | +187.3% |
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