+657.8%
SCHW vs ACM
+215.6%
+442.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -1.9% | -4.6% | +2.7% | +0.5% |
| 30D | -1.6% | +4.1% | -5.7% | -4.1% |
| 3M | +21.3% | -8.3% | +29.6% | +24.8% |
| 6M | +16.5% | -30.1% | +46.5% | +36.7% |
| YTD | +8.4% | -32.6% | +41.0% | +28.4% |
| 1Y | +15.6% | -49.6% | +65.2% | +58.3% |
| 3Y | +86.8% | -23.0% | +109.9% | +99.9% |
| 5Y | +60.5% | +2.0% | +58.5% | +47.0% |
| 10Y | +297.7% | +130.8% | +167.0% | +121.0% |
| All | +657.8% | +215.6% | +442.2% | +226.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded ACM 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling