+295.2%
SCHW vs AVAV
+520.8%
-225.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.5% | -3.7% | +0.1% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -0.1% | -25.0% | +24.9% | +3.9% |
| 3M | +20.6% | -15.0% | +35.5% | +21.8% |
| 6M | +15.9% | -33.6% | +49.6% | +20.3% |
| YTD | +8.5% | -39.2% | +47.7% | +12.5% |
| 1Y | +17.8% | -40.5% | +58.3% | +21.3% |
| 3Y | +88.5% | +29.6% | +58.9% | +59.5% |
| 5Y | +60.6% | +56.7% | +3.9% | +24.6% |
| All | +295.2% | +520.8% | -225.6% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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