+320.4%
SCHW vs AMC
-97.5%
+417.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.6% | -2.8% | +2.2% | -0.6% |
| 30D | -4.4% | +14.0% | -18.4% | -4.8% |
| 3M | -13.6% | +42.5% | -56.1% | -14.6% |
| 6M | +5.9% | +142.6% | -136.6% | +2.7% |
| YTD | -6.2% | +119.2% | -125.4% | -9.0% |
| 1Y | -2.2% | +40.7% | -43.0% | -4.1% |
| 3Y | +76.9% | -57.3% | +134.2% | +76.3% |
| 5Y | +21.6% | -99.1% | +120.7% | +28.9% |
| 10Y | +191.7% | -98.7% | +290.4% | +229.9% |
| All | +320.4% | -97.5% | +417.9% | +267.5% |
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