+294.9%
SCHW vs ATI
+1,154.1%
-859.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | -5.6% | +3.8% | -0.3% |
| 30D | -1.6% | -13.7% | +12.1% | +2.4% |
| 3M | +21.3% | -0.4% | +21.6% | +20.4% |
| 6M | +16.5% | +26.2% | -9.7% | +6.9% |
| YTD | +8.4% | +73.2% | -64.8% | -9.8% |
| 1Y | +15.6% | +161.6% | -146.0% | -15.5% |
| 3Y | +86.8% | +346.2% | -259.3% | +10.0% |
| 5Y | +60.5% | +1,047.6% | -987.1% | -32.2% |
| All | +294.9% | +1,154.1% | -859.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 10y: compounded portfolio wealth divided by compounded ATI 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…
10y analysis · Full analysis span regression · 6 months rolling