+59.5%
SCHW vs ALB
-48.5%
+108.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.4% | +0.4% |
| 7D | -1.9% | -6.6% | +4.8% | -0.9% |
| 30D | -1.6% | -8.1% | +6.5% | -0.6% |
| 3M | +21.3% | -25.7% | +46.9% | +26.2% |
| 6M | +16.5% | -29.5% | +45.9% | +20.6% |
| YTD | +8.4% | -16.2% | +24.6% | +8.0% |
| 1Y | +15.6% | +59.2% | -43.6% | +1.4% |
| 3Y | +86.8% | -33.7% | +120.6% | +89.5% |
| All | +59.5% | -48.5% | +108.0% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling