+0.8%
SCHW vs AG
+29.4%
-28.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.1% | -4.6% | +4.4% |
| 7D | +5.2% | -2.6% | +7.8% | +5.2% |
| 30D | -4.7% | -12.1% | +7.4% | -4.6% |
| 3M | -11.9% | -6.6% | -5.4% | -12.1% |
| 6M | +2.7% | -20.5% | +23.2% | +2.8% |
| YTD | -5.6% | -7.4% | +1.8% | -9.2% |
| 1Y | +0.8% | +33.4% | -32.6% | -8.3% |
| All | +0.8% | +29.4% | -28.6% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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