+119,660.7%
AMAT vs SCHW
+44,995.9%
+74,664.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.3% | +6.2% |
| 7D | +7.0% | -0.6% | +7.6% | +7.3% |
| 30D | -20.6% | -4.4% | -16.2% | -19.1% |
| 3M | -24.8% | -13.6% | -11.2% | -20.5% |
| 6M | -10.7% | +5.9% | -16.7% | -14.3% |
| YTD | +54.3% | -6.2% | +60.5% | +55.0% |
| 1Y | +73.7% | -2.2% | +76.0% | +71.5% |
| 3Y | +168.4% | +76.9% | +91.5% | +105.1% |
| 5Y | +167.6% | +21.6% | +146.0% | +130.0% |
| 10Y | +1,425.2% | +191.7% | +1,233.5% | +787.7% |
| All | +119,660.7% | +44,995.9% | +74,664.8% | +10,050.0% |
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