+191.7%
SCHW vs AMBA
+7.9%
+183.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | -0.6% | +2.6% | -3.2% | -1.3% |
| 30D | -4.4% | -3.6% | -0.8% | -4.1% |
| 3M | -13.6% | -24.6% | +11.0% | -9.6% |
| 6M | +5.9% | -21.6% | +27.6% | +6.2% |
| YTD | -6.2% | -11.8% | +5.6% | -9.4% |
| 1Y | -2.2% | -33.2% | +30.9% | -0.5% |
| 3Y | +76.9% | +24.5% | +52.4% | +45.7% |
| 5Y | +21.6% | -67.7% | +89.3% | +25.6% |
| 10Y | +191.7% | +4.7% | +186.9% | +91.7% |
| All | +191.7% | +7.9% | +183.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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