+315.5%
ARM vs SCHW
+87.1%
+228.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | +12.5% | -1.6% | +14.1% | +13.3% |
| 30D | -1.4% | -1.1% | -0.3% | -1.2% |
| 3M | -18.7% | +20.4% | -39.0% | -27.6% |
| 6M | +124.6% | +13.6% | +111.0% | +104.9% |
| YTD | +141.7% | +7.7% | +134.0% | +127.0% |
| 1Y | +87.7% | +15.2% | +72.5% | +67.1% |
| All | +315.5% | +87.1% | +228.4% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling