+294.9%
SCHW vs ARMK
+146.1%
+148.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -1.1% |
| 7D | -1.9% | +3.1% | -5.0% | -2.9% |
| 30D | -1.6% | -2.8% | +1.2% | -0.8% |
| 3M | +21.3% | +7.6% | +13.7% | +18.1% |
| 6M | +16.5% | +47.9% | -31.4% | +1.8% |
| YTD | +8.4% | +60.0% | -51.6% | -8.1% |
| 1Y | +15.6% | +52.2% | -36.6% | -0.4% |
| 3Y | +86.8% | +131.4% | -44.6% | +37.5% |
| 5Y | +60.5% | +163.2% | -102.7% | +12.5% |
| All | +294.9% | +146.1% | +148.8% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ARMK 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling