+917.6%
SCHW vs AMP
+2,095.9%
-1,178.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -2.8% | -2.0% | -0.7% | -1.5% |
| 30D | -0.1% | -1.7% | +1.6% | +1.0% |
| 3M | +20.6% | +23.2% | -2.6% | +5.8% |
| 6M | +15.9% | +22.2% | -6.2% | +2.3% |
| YTD | +8.5% | +14.0% | -5.5% | -0.3% |
| 1Y | +17.8% | +14.0% | +3.8% | +8.0% |
| 3Y | +88.5% | +67.0% | +21.5% | +35.2% |
| 5Y | +60.6% | +123.2% | -62.6% | -2.6% |
| 10Y | +298.0% | +578.5% | -280.5% | +16.3% |
| All | +917.6% | +2,095.9% | -1,178.3% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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