+0.8%
SCHW vs ABCL
+138.2%
-137.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.6% |
| 7D | +5.2% | -10.0% | +15.2% | +5.3% |
| 30D | -4.7% | -10.9% | +6.2% | -4.6% |
| 3M | -11.9% | +101.6% | -113.6% | -13.4% |
| 6M | +2.7% | +167.5% | -164.8% | -1.4% |
| YTD | -5.6% | +259.1% | -264.7% | -12.7% |
| 1Y | +0.8% | +152.2% | -151.4% | -4.2% |
| All | +0.8% | +138.2% | -137.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling