+87.0%
SCHW vs AG
+260.2%
-173.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +0.9% |
| 7D | -2.8% | -5.8% | +3.0% | -2.5% |
| 30D | -0.1% | +6.4% | -6.4% | -0.4% |
| 3M | +20.6% | +28.4% | -7.8% | +18.9% |
| 6M | +15.9% | -24.5% | +40.4% | +17.2% |
| YTD | +8.5% | +21.2% | -12.7% | +6.0% |
| 1Y | +17.8% | +114.1% | -96.3% | +10.9% |
| All | +87.0% | +260.2% | -173.2% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling