-2.2%
SCHW vs AMBA
-32.6%
+30.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.3% |
| 7D | -0.6% | +2.6% | -3.2% | -0.7% |
| 30D | -4.4% | -3.6% | -0.8% | -4.4% |
| 3M | -13.6% | -24.6% | +11.0% | -13.1% |
| 6M | +5.9% | -21.6% | +27.6% | +5.7% |
| YTD | -6.2% | -11.8% | +5.6% | -8.4% |
| 1Y | -2.2% | -33.2% | +30.9% | -3.6% |
| All | -2.2% | -32.6% | +30.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling