+59.4%
SCHW vs AVAV
+51.7%
+7.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.3% |
| 30D | -1.1% | -25.6% | +24.5% | +1.4% |
| 3M | +20.4% | -20.2% | +40.6% | +21.8% |
| 6M | +13.6% | -38.1% | +51.7% | +17.2% |
| YTD | +7.7% | -41.8% | +49.5% | +10.8% |
| 1Y | +15.2% | -39.0% | +54.2% | +16.9% |
| 3Y | +87.1% | +24.1% | +63.1% | +66.3% |
| All | +59.4% | +51.7% | +7.8% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling