+85.6%
SCHW vs ALLY
+63.1%
+22.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -1.6% | -1.9% | +0.4% | -0.9% |
| 30D | -1.1% | -4.5% | +3.4% | +0.4% |
| 3M | +20.4% | -2.8% | +23.2% | +21.2% |
| 6M | +13.6% | +10.3% | +3.3% | +9.2% |
| YTD | +7.7% | -5.7% | +13.4% | +9.0% |
| 1Y | +15.2% | +3.9% | +11.3% | +12.4% |
| All | +85.6% | +63.1% | +22.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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