+295.2%
SCHW vs ALM
+2,776.7%
-2,481.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.9% |
| 7D | -2.8% | -7.1% | +4.4% | -2.7% |
| 30D | -0.1% | +24.7% | -24.7% | -0.5% |
| 3M | +20.6% | +8.3% | +12.3% | +20.2% |
| 6M | +15.9% | -22.2% | +38.1% | +16.0% |
| YTD | +8.5% | +88.1% | -79.6% | +6.5% |
| 1Y | +17.8% | +272.4% | -254.5% | +14.0% |
| 3Y | +88.5% | +2,004.1% | -1,915.6% | +76.9% |
| 5Y | +60.6% | +915.8% | -855.2% | +51.2% |
| All | +295.2% | +2,776.7% | -2,481.5% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling