+23.3%
SCHW vs AMRZ
-20.3%
+43.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.8% | -8.1% | +5.3% | -1.9% |
| 30D | -0.1% | -14.8% | +14.8% | +1.4% |
| 3M | +20.6% | -19.7% | +40.3% | +22.7% |
| 6M | +15.9% | -30.8% | +46.8% | +19.9% |
| YTD | +8.5% | -24.3% | +32.8% | +11.1% |
| 1Y | +17.8% | -24.0% | +41.9% | +19.9% |
| All | +23.3% | -20.3% | +43.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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