+59.5%
SCHW vs ALNY
+30.5%
+29.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.9% | -6.5% | +4.7% | -1.1% |
| 30D | -1.6% | +11.0% | -12.7% | -2.9% |
| 3M | +21.3% | -14.1% | +35.3% | +22.4% |
| 6M | +16.5% | -22.4% | +38.9% | +18.9% |
| YTD | +8.4% | -37.5% | +45.9% | +13.4% |
| 1Y | +15.6% | -46.9% | +62.6% | +23.3% |
| 3Y | +86.8% | +22.1% | +64.8% | +75.6% |
| All | +59.5% | +30.5% | +29.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 5y: compounded portfolio wealth divided by compounded ALNY 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…
5y analysis · Full analysis span regression · 6 months rolling