+137,736.4%
AMAT vs SCHW
+53,020.6%
+84,715.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -14.8% | +1.5% | -16.3% | -15.5% |
| 3M | -9.3% | +24.6% | -33.8% | -18.0% |
| 6M | +27.4% | +14.5% | +12.9% | +18.5% |
| YTD | +77.6% | +10.5% | +67.1% | +67.2% |
| 1Y | +188.9% | +13.4% | +175.6% | +168.4% |
| 3Y | +202.3% | +88.3% | +114.0% | +125.0% |
| 5Y | +248.9% | +62.1% | +186.8% | +166.8% |
| 10Y | +1,585.2% | +297.3% | +1,287.9% | +766.5% |
| All | +137,736.4% | +53,020.6% | +84,715.8% | +10,853.3% |
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 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