+15.6%
SCHW vs AME
+29.6%
-14.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.3% | -0.4% |
| 7D | -1.9% | +1.7% | -3.6% | -2.0% |
| 30D | -1.6% | -6.4% | +4.8% | -0.9% |
| 3M | +21.3% | +7.1% | +14.2% | +19.8% |
| 6M | +16.5% | +8.2% | +8.3% | +14.4% |
| YTD | +8.4% | +18.2% | -9.8% | +3.8% |
| 1Y | +15.6% | +26.7% | -11.1% | +8.5% |
| All | +15.6% | +29.6% | -14.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling