+15.7%
SCHW vs AG
+117.1%
-101.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +0.8% |
| 7D | -2.8% | -5.8% | +3.0% | -2.6% |
| 30D | -0.1% | +6.4% | -6.4% | -0.3% |
| 3M | +20.6% | +28.4% | -7.8% | +19.5% |
| 6M | +15.9% | -24.5% | +40.4% | +17.5% |
| YTD | +8.5% | +21.2% | -12.7% | +5.5% |
| All | +15.7% | +117.1% | -101.4% | +8.2% |
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