+405.0%
SCHW vs ALLY
+124.8%
+280.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.8% | +3.7% | -4.5% | -2.4% |
| 30D | +1.5% | -2.3% | +3.7% | +2.5% |
| 3M | +24.6% | +3.8% | +20.7% | +22.0% |
| 6M | +14.5% | +9.7% | +4.8% | +8.5% |
| YTD | +10.5% | -1.4% | +11.9% | +9.8% |
| 1Y | +13.4% | +8.2% | +5.1% | +7.2% |
| 3Y | +88.3% | +66.5% | +21.8% | +37.6% |
| 5Y | +62.1% | +1.2% | +60.9% | +44.7% |
| 10Y | +297.3% | +191.4% | +105.8% | +90.5% |
| All | +405.0% | +124.8% | +280.2% | +165.2% |
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