+59.6%
SCHW vs AVTR
-64.4%
+124.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.8% | -2.0% | -0.7% | -2.5% |
| 30D | -0.1% | +8.1% | -8.1% | -1.2% |
| 3M | +20.6% | +54.2% | -33.6% | +12.2% |
| 6M | +15.9% | +82.6% | -66.6% | +4.5% |
| YTD | +8.5% | +29.8% | -21.4% | +3.3% |
| 1Y | +17.8% | +18.0% | -0.2% | +12.3% |
| 3Y | +88.5% | -26.4% | +115.0% | +91.8% |
| All | +59.6% | -64.4% | +124.0% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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