+0.8%
SCHW vs ADVB
-76.7%
+77.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.5% | +9.1% | +4.7% |
| 7D | +5.2% | -29.5% | +34.7% | +5.7% |
| 30D | -4.7% | -66.9% | +62.2% | -3.1% |
| 3M | -11.9% | -73.7% | +61.8% | -10.4% |
| 6M | +2.7% | -64.8% | +67.5% | +1.8% |
| YTD | -5.6% | -64.0% | +58.4% | -6.1% |
| 1Y | +0.8% | -77.0% | +77.7% | +3.1% |
| All | +0.8% | -76.7% | +77.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling