+749.3%
SCHW vs AMBA
+799.6%
-50.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +4.2% | -2.6% | +6.8% | +4.5% |
| 30D | -3.8% | -10.5% | +6.7% | -2.2% |
| 3M | -13.6% | -26.4% | +12.8% | -9.5% |
| 6M | +5.3% | -20.9% | +26.2% | +5.3% |
| YTD | -6.0% | -14.8% | +8.8% | -8.2% |
| 1Y | -1.4% | -36.1% | +34.6% | +1.0% |
| 3Y | +77.4% | +20.2% | +57.1% | +51.4% |
| 5Y | +22.9% | -67.2% | +90.1% | +25.6% |
| 10Y | +199.3% | +5.0% | +194.3% | +123.1% |
| All | +749.3% | +799.6% | -50.2% | +356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling