+892.0%
SCHW vs AMCR
+96.6%
+795.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.8% | -5.0% | +2.2% | -1.4% |
| 30D | -0.1% | -8.0% | +7.9% | +2.2% |
| 3M | +20.6% | +14.3% | +6.3% | +15.7% |
| 6M | +15.9% | +5.3% | +10.6% | +13.2% |
| YTD | +8.5% | +7.7% | +0.8% | +4.6% |
| 1Y | +17.8% | +10.8% | +7.0% | +12.4% |
| 3Y | +88.5% | +9.6% | +79.0% | +77.4% |
| 5Y | +60.6% | -10.2% | +70.8% | +60.5% |
| 10Y | +298.0% | +16.5% | +281.6% | +257.5% |
| All | +892.0% | +96.6% | +795.4% | +822.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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