+3,214.6%
SCHW vs ACGL
+4,960.6%
-1,746.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +2.0% | +2.2% | -0.2% | +1.1% |
| 30D | -3.6% | +12.3% | -15.9% | -7.9% |
| 3M | -15.0% | +11.8% | -26.8% | -18.7% |
| 6M | +2.6% | +17.5% | -14.8% | -3.9% |
| YTD | -5.7% | +14.3% | -20.0% | -11.2% |
| 1Y | -0.9% | +18.2% | -19.1% | -7.9% |
| 3Y | +79.4% | +33.2% | +46.2% | +55.4% |
| 5Y | +21.2% | +174.3% | -153.1% | -21.8% |
| 10Y | +193.3% | +326.3% | -133.0% | +59.1% |
| All | +3,214.6% | +4,960.6% | -1,746.1% | +1,060.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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