+187.9%
SCHW vs AR
+57.4%
+130.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | +2.0% | +7.4% | -5.4% | +0.8% |
| 30D | -3.6% | +5.8% | -9.4% | -4.7% |
| 3M | -15.0% | +5.2% | -20.2% | -16.0% |
| 6M | +2.6% | +5.4% | -2.8% | +1.1% |
| YTD | -5.7% | +12.4% | -18.1% | -8.8% |
| 1Y | -0.9% | +12.8% | -13.7% | -4.3% |
| 3Y | +79.4% | +47.2% | +32.2% | +61.8% |
| 5Y | +21.2% | +101.1% | -79.9% | +0.4% |
| All | +187.9% | +57.4% | +130.5% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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