+11,600.6%
SCHW vs ALB
+2,911.7%
+8,688.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -3.1% |
| 7D | -1.3% | -4.4% | +3.1% | +0.1% |
| 30D | -0.4% | -1.2% | +0.8% | -0.3% |
| 3M | +21.7% | -13.3% | +35.0% | +26.4% |
| 6M | +13.0% | -19.8% | +32.7% | +17.2% |
| YTD | +8.0% | -7.9% | +16.0% | +4.6% |
| 1Y | +15.8% | +60.2% | -44.3% | -11.3% |
| 3Y | +87.7% | -26.4% | +114.2% | +69.2% |
| 5Y | +59.7% | -42.5% | +102.2% | +46.5% |
| 10Y | +292.9% | +83.0% | +209.9% | +87.5% |
| All | +11,600.6% | +2,911.7% | +8,688.9% | +1,918.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling