+138.3%
SCHW vs ABCL
-81.3%
+219.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | +1.5% | +93.1% | -91.6% | -3.6% |
| 3M | +24.6% | +79.4% | -54.9% | +18.2% |
| 6M | +14.5% | +214.9% | -200.3% | +3.4% |
| YTD | +10.5% | +234.2% | -223.7% | -1.2% |
| 1Y | +13.4% | +174.8% | -161.4% | +2.1% |
| 3Y | +88.3% | +104.5% | -16.2% | +67.4% |
| 5Y | +62.1% | -39.0% | +101.1% | +47.2% |
| All | +138.3% | -81.3% | +219.6% | +117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling