+15.7%
SCHW vs AR
+20.7%
-5.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -0.1% | +3.5% | -3.6% | 0.0% |
| 3M | +20.6% | +9.9% | +10.7% | +20.8% |
| 6M | +15.9% | +4.5% | +11.4% | +15.9% |
| YTD | +8.5% | +13.7% | -5.2% | +8.3% |
| All | +15.7% | +20.7% | -5.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling