+79.4%
SCHW vs AMBA
+21.7%
+57.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +1.9% |
| 7D | +2.0% | +2.7% | -0.7% | +1.7% |
| 30D | -3.6% | -2.2% | -1.4% | -3.6% |
| 3M | -15.0% | -26.6% | +11.7% | -12.7% |
| 6M | +2.6% | -26.8% | +29.4% | +3.7% |
| YTD | -5.7% | -15.1% | +9.4% | -7.5% |
| 1Y | -0.9% | -32.3% | +31.4% | -0.1% |
| 3Y | +79.4% | +19.8% | +59.6% | +60.5% |
| All | +79.4% | +21.7% | +57.7% | +60.5% |
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