+483.3%
SCHW vs AR
-27.8%
+511.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.0% |
| 30D | -0.4% | +12.6% | -13.0% | -2.4% |
| 3M | +21.7% | +10.0% | +11.7% | +19.5% |
| 6M | +13.0% | +0.6% | +12.3% | +12.2% |
| YTD | +8.0% | +13.4% | -5.4% | +4.8% |
| 1Y | +15.8% | +21.7% | -5.9% | +10.5% |
| 3Y | +87.7% | +45.8% | +41.9% | +70.2% |
| 5Y | +59.7% | +144.3% | -84.6% | +28.6% |
| 10Y | +292.9% | +41.8% | +251.1% | +189.9% |
| All | +483.3% | -27.8% | +511.2% | +368.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling