+1,519.2%
SCHW vs AGI
+5,269.5%
-3,750.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.8% |
| 7D | -2.8% | -5.3% | +2.5% | -2.7% |
| 30D | -0.1% | +6.8% | -6.8% | -0.1% |
| 3M | +20.6% | +8.3% | +12.3% | +20.4% |
| 6M | +15.9% | -29.2% | +45.2% | +16.3% |
| YTD | +8.5% | -7.3% | +15.7% | +8.4% |
| 1Y | +17.8% | +8.0% | +9.8% | +17.6% |
| 3Y | +88.5% | +206.6% | -118.0% | +86.0% |
| 5Y | +60.6% | +398.1% | -337.5% | +57.6% |
| 10Y | +298.0% | +384.0% | -85.9% | +289.2% |
| All | +1,519.2% | +5,269.5% | -3,750.3% | +1,468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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