+478.4%
SCHW vs ATI
+1,093.4%
-615.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | +2.4% | -4.0% | -2.3% |
| 30D | -1.1% | -9.5% | +8.4% | +2.0% |
| 3M | +20.4% | +10.4% | +10.0% | +15.3% |
| 6M | +13.6% | +31.8% | -18.2% | +1.6% |
| YTD | +7.7% | +80.0% | -72.3% | -13.4% |
| 1Y | +15.2% | +175.8% | -160.6% | -20.1% |
| 3Y | +87.1% | +364.2% | -277.1% | +3.3% |
| 5Y | +57.5% | +1,076.9% | -1,019.4% | -38.9% |
| 10Y | +295.1% | +1,178.1% | -883.0% | +22.9% |
| All | +478.4% | +1,093.4% | -615.0% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling