+295.2%
SCHW vs ADP
+282.5%
+12.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -2.8% | -5.7% | +3.0% | +0.5% |
| 30D | -0.1% | -1.4% | +1.3% | +0.6% |
| 3M | +20.6% | +16.6% | +4.0% | +9.8% |
| 6M | +15.9% | +24.9% | -9.0% | +0.7% |
| YTD | +8.5% | +5.6% | +2.9% | +3.7% |
| 1Y | +17.8% | -6.0% | +23.9% | +20.3% |
| 3Y | +88.5% | +14.5% | +74.1% | +68.2% |
| 5Y | +60.6% | +47.9% | +12.7% | +20.1% |
| All | +295.2% | +282.5% | +12.7% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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