-0.9%
SCHW vs ALK
-10.2%
+9.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.9% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | -3.6% | +7.7% | -11.3% | -4.4% |
| 3M | -15.0% | -19.0% | +4.0% | -13.6% |
| 6M | +2.6% | -0.2% | +2.8% | +0.9% |
| YTD | -5.7% | -23.5% | +17.8% | -1.6% |
| 1Y | -0.9% | -9.1% | +8.2% | -1.6% |
| All | -0.9% | -10.2% | +9.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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