+31,674.6%
AVGO vs SCHW
+649.1%
+31,025.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +1.0% | -2.8% | +3.8% | +2.2% |
| 30D | -13.3% | -0.1% | -13.2% | -13.5% |
| 3M | -2.9% | +20.6% | -23.5% | -10.7% |
| 6M | +5.7% | +15.9% | -10.2% | -1.9% |
| YTD | +4.6% | +8.5% | -3.9% | -0.4% |
| 1Y | -1.6% | +17.8% | -19.5% | -9.7% |
| 3Y | +336.2% | +88.5% | +247.7% | +220.6% |
| 5Y | +695.6% | +60.6% | +635.0% | +492.4% |
| 10Y | +2,827.6% | +298.0% | +2,529.6% | +1,179.5% |
| All | +31,674.6% | +649.1% | +31,025.5% | +9,224.7% |
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