+299.7%
ARM vs SCHW
+88.5%
+211.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.2% |
| 7D | +4.8% | -2.8% | +7.5% | +6.2% |
| 30D | -5.5% | -0.1% | -5.4% | -5.9% |
| 3M | -17.3% | +20.6% | -37.9% | -26.5% |
| 6M | +110.9% | +15.9% | +94.9% | +90.0% |
| YTD | +132.5% | +8.5% | +124.0% | +117.5% |
| 1Y | +64.9% | +17.8% | +47.1% | +44.8% |
| All | +299.7% | +88.5% | +211.2% | +145.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling