+59.6%
SCHW vs AME
+83.9%
-24.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -0.1% | -8.6% | +8.6% | +4.6% |
| 3M | +20.6% | +5.8% | +14.8% | +16.0% |
| 6M | +15.9% | +3.8% | +12.1% | +11.9% |
| YTD | +8.5% | +14.4% | -6.0% | -1.7% |
| 1Y | +17.8% | +25.8% | -7.9% | +0.3% |
| 3Y | +88.5% | +55.2% | +33.4% | +34.4% |
| All | +59.6% | +83.9% | -24.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling