+3,782.4%
SCHW vs ACGL
+4,429.2%
-646.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | +1.5% | -1.0% | +2.5% | +1.9% |
| 3M | +24.6% | +11.0% | +13.5% | +19.4% |
| 6M | +14.5% | -0.3% | +14.9% | +14.3% |
| YTD | +10.5% | +2.3% | +8.2% | +8.7% |
| 1Y | +13.4% | +6.4% | +7.0% | +9.6% |
| 3Y | +88.3% | +34.0% | +54.3% | +62.3% |
| 5Y | +62.1% | +161.6% | -99.6% | +6.6% |
| 10Y | +297.3% | +278.6% | +18.7% | +125.6% |
| All | +3,782.4% | +4,429.2% | -646.8% | +1,320.7% |
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