+85.6%
SCHW vs AMT
+7.8%
+77.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | +1.5% | -3.0% | -1.8% |
| 30D | -1.1% | +3.7% | -4.8% | -1.5% |
| 3M | +20.4% | -7.2% | +27.6% | +21.4% |
| 6M | +13.6% | -4.2% | +17.8% | +14.0% |
| YTD | +7.7% | +1.9% | +5.8% | +6.9% |
| 1Y | +15.2% | -6.4% | +21.6% | +15.8% |
| All | +85.6% | +7.8% | +77.8% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling