+295.2%
SCHW vs ADM
+178.5%
+116.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -2.8% | +3.0% | -5.8% | -4.1% |
| 30D | -0.1% | +8.7% | -8.8% | -4.0% |
| 3M | +20.6% | +7.6% | +13.0% | +15.8% |
| 6M | +15.9% | +26.9% | -10.9% | +2.2% |
| YTD | +8.5% | +54.3% | -45.8% | -13.6% |
| 1Y | +17.8% | +45.7% | -27.8% | -4.1% |
| 3Y | +88.5% | +21.9% | +66.6% | +62.0% |
| 5Y | +60.6% | +67.2% | -6.5% | +7.1% |
| All | +295.2% | +178.5% | +116.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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