+320.2%
SCHW vs AMC
-97.5%
+417.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.3% | -6.9% | +1.1% |
| 7D | +4.5% | +6.6% | -2.1% | +4.3% |
| 30D | -4.1% | +14.1% | -18.2% | -4.5% |
| 3M | -13.6% | +31.3% | -44.8% | -14.4% |
| 6M | +5.0% | +126.7% | -121.7% | +1.9% |
| YTD | -6.3% | +117.9% | -124.2% | -9.0% |
| 1Y | -1.4% | +41.1% | -42.5% | -3.2% |
| 3Y | +77.6% | -61.0% | +138.6% | +77.4% |
| 5Y | +22.7% | -99.1% | +121.9% | +30.2% |
| 10Y | +212.0% | -98.7% | +310.7% | +249.0% |
| All | +320.2% | -97.5% | +417.7% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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