+0.8%
SCHW vs AXP
-6.4%
+7.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +3.7% |
| 7D | +5.2% | +4.6% | +0.6% | +3.3% |
| 30D | -4.7% | +9.7% | -14.4% | -8.3% |
| 3M | -11.9% | -3.8% | -8.2% | -10.7% |
| 6M | +2.7% | +4.8% | -2.1% | +0.3% |
| YTD | -5.6% | -9.1% | +3.5% | -2.9% |
| 1Y | +0.8% | -6.7% | +7.5% | +2.1% |
| All | +0.8% | -6.4% | +7.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling