+51,567.6%
SCHW vs AJG
+11,150.2%
+40,417.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -1.9% | -8.3% | +6.4% | +2.5% |
| 30D | -1.6% | -5.7% | +4.0% | +1.2% |
| 3M | +21.3% | +9.1% | +12.2% | +15.1% |
| 6M | +16.5% | +15.2% | +1.3% | +7.0% |
| YTD | +8.4% | -6.3% | +14.7% | +9.8% |
| 1Y | +15.6% | -19.1% | +34.7% | +25.7% |
| 3Y | +86.8% | +8.2% | +78.6% | +69.8% |
| 5Y | +60.5% | +75.6% | -15.1% | +12.1% |
| 10Y | +297.7% | +471.1% | -173.4% | +49.7% |
| All | +51,567.6% | +11,150.2% | +40,417.4% | +5,853.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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