+680.0%
SCHW vs AVAV
+478.6%
+201.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.7% |
| 7D | -0.8% | -2.2% | +1.4% | -0.4% |
| 30D | +1.5% | -13.9% | +15.4% | +4.1% |
| 3M | +24.6% | -29.2% | +53.8% | +30.8% |
| 6M | +14.5% | -36.1% | +50.7% | +21.1% |
| YTD | +10.5% | -40.2% | +50.7% | +16.1% |
| 1Y | +13.4% | -36.2% | +49.6% | +15.7% |
| 3Y | +88.3% | +47.5% | +40.7% | +48.2% |
| 5Y | +62.1% | +39.3% | +22.8% | +22.0% |
| 10Y | +297.3% | +482.6% | -185.3% | +82.9% |
| All | +680.0% | +478.6% | +201.4% | +189.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling