+295.2%
SCHW vs AMT
+103.9%
+191.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | -2.8% | -2.7% | -0.1% | -2.1% |
| 30D | -0.1% | +2.0% | -2.1% | -0.6% |
| 3M | +20.6% | -9.3% | +29.9% | +23.4% |
| 6M | +15.9% | -5.2% | +21.2% | +17.0% |
| YTD | +8.5% | +0.5% | +8.0% | +7.4% |
| 1Y | +17.8% | -7.3% | +25.1% | +19.1% |
| 3Y | +88.5% | +6.2% | +82.3% | +78.0% |
| 5Y | +60.6% | -31.2% | +91.8% | +70.9% |
| All | +295.2% | +103.9% | +191.3% | +305.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling