+60.6%
SCHW vs ARMK
+147.8%
-87.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.8% | -0.9% | -1.9% | -2.4% |
| 30D | -0.1% | -5.9% | +5.9% | +2.2% |
| 3M | +20.6% | +6.7% | +13.9% | +17.0% |
| 6M | +15.9% | +42.5% | -26.6% | -0.6% |
| YTD | +8.5% | +55.1% | -46.6% | -10.8% |
| 1Y | +17.8% | +50.3% | -32.5% | -2.0% |
| 3Y | +88.5% | +122.2% | -33.7% | +24.8% |
| 5Y | +60.6% | +155.2% | -94.5% | -4.9% |
| All | +60.6% | +147.8% | -87.2% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling