+6.2%
SCHW vs AMBA
-24.1%
+30.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.3% |
| 7D | +4.2% | -2.6% | +6.8% | +4.2% |
| 30D | -3.8% | -10.5% | +6.7% | -4.0% |
| 3M | -13.6% | -26.4% | +12.8% | -14.2% |
| All | +6.2% | -24.1% | +30.3% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling