+60.6%
SCHW vs AR
+141.3%
-80.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.5% |
| 30D | -0.1% | +3.5% | -3.6% | -0.7% |
| 3M | +20.6% | +9.9% | +10.7% | +18.2% |
| 6M | +15.9% | +4.5% | +11.4% | +14.2% |
| YTD | +8.5% | +13.7% | -5.2% | +4.7% |
| 1Y | +17.8% | +19.2% | -1.4% | +12.0% |
| 3Y | +88.5% | +46.2% | +42.4% | +66.7% |
| 5Y | +60.6% | +145.9% | -85.3% | +20.8% |
| All | +60.6% | +141.3% | -80.7% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling