+59.6%
SCHW vs ATI
+1,030.7%
-971.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.7% | +4.4% | +1.5% |
| 7D | -2.8% | -2.7% | -0.1% | -2.2% |
| 30D | -0.1% | -13.5% | +13.5% | +3.1% |
| 3M | +20.6% | +8.5% | +12.1% | +17.4% |
| 6M | +15.9% | +25.2% | -9.2% | +8.3% |
| YTD | +8.5% | +73.4% | -64.9% | -7.1% |
| 1Y | +17.8% | +160.5% | -142.7% | -9.8% |
| 3Y | +88.5% | +347.3% | -258.8% | +16.7% |
| All | +59.6% | +1,030.7% | -971.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling