+85.6%
SCHW vs ALK
+1.1%
+84.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -1.1% | -14.6% | +13.5% | +1.6% |
| 3M | +20.4% | -10.6% | +30.9% | +21.8% |
| 6M | +13.6% | -6.7% | +20.3% | +13.1% |
| YTD | +7.7% | -19.8% | +27.5% | +10.4% |
| 1Y | +15.2% | -35.2% | +50.4% | +23.3% |
| All | +85.6% | +1.1% | +84.5% | +81.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling