+87.7%
SCHW vs AMBA
+5.1%
+82.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.3% |
| 7D | -1.3% | -6.4% | +5.1% | -0.7% |
| 30D | -0.4% | -26.8% | +26.5% | +2.8% |
| 3M | +21.7% | -7.6% | +29.3% | +21.0% |
| 6M | +13.0% | +21.2% | -8.2% | +6.0% |
| YTD | +8.0% | -10.4% | +18.4% | +5.6% |
| 1Y | +15.8% | -24.4% | +40.2% | +14.9% |
| 3Y | +87.7% | +6.0% | +81.7% | +71.6% |
| All | +87.7% | +5.1% | +82.6% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling