+51,225.6%
SCHW vs AME
+18,594.4%
+32,631.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -1.6% | +1.3% | -2.9% | -2.3% |
| 30D | -1.1% | -6.6% | +5.5% | +2.7% |
| 3M | +20.4% | +3.0% | +17.4% | +17.4% |
| 6M | +13.6% | +5.3% | +8.3% | +8.7% |
| YTD | +7.7% | +15.4% | -7.7% | -2.6% |
| 1Y | +15.2% | +26.8% | -11.6% | -1.9% |
| 3Y | +87.1% | +56.5% | +30.6% | +38.4% |
| 5Y | +57.5% | +85.2% | -27.8% | +5.4% |
| 10Y | +295.1% | +428.5% | -133.4% | +45.7% |
| All | +51,225.6% | +18,594.4% | +32,631.2% | +3,998.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling