+316.4%
ARM vs SCHW
+88.3%
+228.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +5.0% | -1.9% | +6.9% | +6.0% |
| 30D | -2.6% | -1.6% | -1.0% | -2.2% |
| 3M | -22.6% | +21.3% | -43.9% | -31.4% |
| 6M | +120.5% | +16.5% | +104.0% | +98.0% |
| YTD | +142.2% | +8.4% | +133.8% | +126.7% |
| 1Y | +71.2% | +15.6% | +55.5% | +52.4% |
| All | +316.4% | +88.3% | +228.1% | +156.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling