+51,384.6%
SCHW vs ADM
+1,906.3%
+49,478.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -0.4% | +11.0% | -11.4% | -4.8% |
| 3M | +21.7% | +6.0% | +15.7% | +18.1% |
| 6M | +13.0% | +26.9% | -14.0% | +1.0% |
| YTD | +8.0% | +50.0% | -42.0% | -10.3% |
| 1Y | +15.8% | +39.6% | -23.8% | -1.4% |
| 3Y | +87.7% | +18.5% | +69.2% | +63.9% |
| 5Y | +59.7% | +62.6% | -2.9% | +20.2% |
| 10Y | +292.9% | +162.4% | +130.5% | +140.4% |
| All | +51,384.6% | +1,906.3% | +49,478.3% | +13,585.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling