+51,384.6%
SCHW vs ALK
+810.8%
+50,573.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.4% | -18.5% | +18.1% | +6.9% |
| 3M | +21.7% | -3.6% | +25.2% | +21.1% |
| 6M | +13.0% | -3.7% | +16.6% | +10.2% |
| YTD | +8.0% | -19.0% | +27.0% | +11.3% |
| 1Y | +15.8% | -36.0% | +51.9% | +29.1% |
| 3Y | +87.7% | +2.3% | +85.4% | +63.8% |
| 5Y | +59.7% | -27.8% | +87.4% | +55.7% |
| 10Y | +292.9% | -39.0% | +331.8% | +260.6% |
| All | +51,384.6% | +810.8% | +50,573.7% | +11,249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling