+87.0%
SCHW vs AR
+44.8%
+42.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -0.1% | +3.5% | -3.6% | -0.6% |
| 3M | +20.6% | +9.9% | +10.7% | +18.5% |
| 6M | +15.9% | +4.5% | +11.4% | +14.4% |
| YTD | +8.5% | +13.7% | -5.2% | +5.0% |
| 1Y | +17.8% | +19.2% | -1.4% | +12.3% |
| All | +87.0% | +44.8% | +42.2% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling