+15.7%
SCHW vs ALM
+271.5%
-255.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.8% |
| 7D | -2.8% | -7.1% | +4.4% | -2.7% |
| 30D | -0.1% | +24.7% | -24.7% | -0.4% |
| 3M | +20.6% | +8.3% | +12.3% | +20.2% |
| 6M | +15.9% | -22.2% | +38.1% | +16.2% |
| YTD | +8.5% | +88.1% | -79.6% | +4.4% |
| All | +15.7% | +271.5% | -255.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling