+565.9%
SCHW vs AVAV
+370.1%
+195.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.5% | +2.2% |
| 7D | +2.0% | +4.2% | -2.2% | +1.0% |
| 30D | -3.6% | -2.6% | -1.1% | -3.8% |
| 3M | -15.0% | -38.0% | +23.0% | -7.9% |
| 6M | +2.6% | -27.0% | +29.6% | +5.2% |
| YTD | -5.7% | -51.4% | +45.7% | +2.2% |
| 1Y | -0.9% | -60.2% | +59.3% | +11.4% |
| 3Y | +79.4% | -6.7% | +86.0% | +55.6% |
| 5Y | +21.2% | +28.3% | -7.1% | -8.5% |
| 10Y | +193.3% | +320.5% | -127.1% | +43.9% |
| All | +565.9% | +370.1% | +195.8% | +155.1% |
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