+214.2%
ARM vs SCHW
+61.1%
+153.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -1.2% |
| 7D | +19.8% | -0.9% | +20.8% | +20.4% |
| 30D | -21.8% | -4.4% | -17.4% | -20.2% |
| 3M | -26.5% | -15.9% | -10.6% | -20.6% |
| 6M | -3.9% | +2.0% | -5.9% | -7.7% |
| YTD | +82.8% | -7.3% | +90.1% | +84.1% |
| 1Y | +34.3% | -4.9% | +39.2% | +32.8% |
| 3Y | +282.2% | +74.9% | +207.3% | +125.3% |
| All | +214.2% | +61.1% | +153.1% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling