+295.2%
SCHW vs ACM
+131.7%
+163.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.6% |
| 7D | -2.8% | -5.9% | +3.1% | +0.2% |
| 30D | -0.1% | -6.2% | +6.2% | +2.4% |
| 3M | +20.6% | -7.9% | +28.5% | +23.6% |
| 6M | +15.9% | -30.6% | +46.6% | +36.4% |
| YTD | +8.5% | -33.3% | +41.8% | +29.0% |
| 1Y | +17.8% | -49.2% | +67.0% | +60.8% |
| 3Y | +88.5% | -23.5% | +112.0% | +100.1% |
| 5Y | +60.6% | +0.9% | +59.7% | +45.4% |
| All | +295.2% | +131.7% | +163.6% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling