+62.2%
SCHW vs AUR
-36.7%
+98.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.4% | +0.9% |
| 7D | -2.8% | +0.2% | -2.9% | -2.8% |
| 30D | -0.1% | -8.9% | +8.9% | +0.5% |
| 3M | +20.6% | +4.6% | +16.0% | +19.6% |
| 6M | +15.9% | +44.9% | -28.9% | +11.5% |
| YTD | +8.5% | +64.8% | -56.4% | +3.0% |
| 1Y | +17.8% | +16.4% | +1.5% | +14.6% |
| 3Y | +88.5% | +85.1% | +3.4% | +64.1% |
| 5Y | +60.6% | -36.1% | +96.8% | +33.6% |
| All | +62.2% | -36.7% | +98.9% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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