+897.7%
SCHW vs AMBA
+837.3%
+60.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -0.8% | -11.0% | +10.2% | +1.2% |
| 30D | +1.5% | -23.2% | +24.6% | +6.1% |
| 3M | +24.6% | -12.7% | +37.3% | +24.5% |
| 6M | +14.5% | +11.2% | +3.3% | +7.7% |
| YTD | +10.5% | -11.2% | +21.7% | +7.8% |
| 1Y | +13.4% | -22.5% | +35.9% | +12.0% |
| 3Y | +88.3% | -1.3% | +89.6% | +68.2% |
| 5Y | +62.1% | -54.2% | +116.2% | +55.5% |
| 10Y | +297.3% | -6.1% | +303.4% | +201.6% |
| All | +897.7% | +837.3% | +60.5% | +435.6% |
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 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