+401.8%
SCHW vs ARMK
+357.2%
+44.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.7% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | -0.4% | +3.1% | -3.5% | -1.7% |
| 3M | +21.7% | +9.2% | +12.5% | +17.7% |
| 6M | +13.0% | +43.7% | -30.7% | -1.1% |
| YTD | +8.0% | +57.4% | -49.3% | -8.8% |
| 1Y | +15.8% | +51.9% | -36.0% | -1.1% |
| 3Y | +87.7% | +125.4% | -37.7% | +36.8% |
| 5Y | +59.7% | +149.1% | -89.4% | +11.2% |
| 10Y | +292.9% | +135.4% | +157.4% | +184.3% |
| All | +401.8% | +357.2% | +44.6% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling