+331.2%
SCHW vs ALLY
+98.8%
+232.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | -3.6% | +5.2% | -8.8% | -5.9% |
| 3M | -15.0% | -13.3% | -1.7% | -9.4% |
| 6M | +2.6% | -6.7% | +9.3% | +5.2% |
| YTD | -5.7% | -12.8% | +7.1% | -1.0% |
| 1Y | -0.9% | +0.7% | -1.6% | -2.8% |
| 3Y | +79.4% | +65.2% | +14.2% | +31.2% |
| 5Y | +21.2% | -10.1% | +31.4% | +14.6% |
| 10Y | +193.3% | +177.0% | +16.3% | +43.1% |
| All | +331.2% | +98.8% | +232.4% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling