+1,822.5%
SCHW vs AU
+751.1%
+1,071.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.9% |
| 7D | -2.8% | -7.0% | +4.2% | -2.5% |
| 30D | -0.1% | +7.3% | -7.3% | -0.3% |
| 3M | +20.6% | +33.2% | -12.6% | +19.4% |
| 6M | +15.9% | -0.6% | +16.6% | +15.6% |
| YTD | +8.5% | +26.2% | -17.7% | +7.2% |
| 1Y | +17.8% | +68.3% | -50.4% | +15.2% |
| 3Y | +88.5% | +592.1% | -503.6% | +74.9% |
| 5Y | +60.6% | +685.3% | -624.6% | +46.9% |
| 10Y | +298.0% | +682.5% | -384.5% | +251.5% |
| All | +1,822.5% | +751.1% | +1,071.4% | +1,838.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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