+15.7%
SCHW vs ALB
+72.3%
-56.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +0.7% |
| 7D | -2.8% | -7.6% | +4.8% | -2.9% |
| 30D | -0.1% | -5.6% | +5.6% | -0.1% |
| 3M | +20.6% | -16.8% | +37.4% | +20.4% |
| 6M | +15.9% | -26.3% | +42.3% | +14.8% |
| YTD | +8.5% | -13.2% | +21.7% | +6.4% |
| All | +15.7% | +72.3% | -56.6% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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