+1,677.6%
SCHW vs AMT
+1,308.0%
+369.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | +1.5% | -3.0% | -2.0% |
| 30D | -1.1% | +3.7% | -4.8% | -2.2% |
| 3M | +20.4% | -7.2% | +27.6% | +22.9% |
| 6M | +13.6% | -4.2% | +17.8% | +14.4% |
| YTD | +7.7% | +1.9% | +5.8% | +6.0% |
| 1Y | +15.2% | -6.4% | +21.6% | +16.2% |
| 3Y | +87.1% | +7.7% | +79.4% | +76.5% |
| 5Y | +57.5% | -30.9% | +88.4% | +68.4% |
| 10Y | +295.1% | +105.4% | +189.7% | +187.6% |
| All | +1,677.6% | +1,308.0% | +369.6% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling