+683.1%
SCHW vs AG
+439.9%
+243.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.5% |
| 30D | -0.4% | +12.9% | -13.3% | -1.1% |
| 3M | +21.7% | +20.9% | +0.7% | +20.1% |
| 6M | +13.0% | -19.5% | +32.5% | +13.5% |
| YTD | +8.0% | +24.8% | -16.8% | +5.4% |
| 1Y | +15.8% | +120.2% | -104.4% | +9.0% |
| 3Y | +87.7% | +279.0% | -191.3% | +68.2% |
| 5Y | +59.7% | +67.9% | -8.2% | +47.3% |
| 10Y | +292.9% | +57.5% | +235.4% | +245.0% |
| All | +683.1% | +439.9% | +243.1% | +325.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling