+295.2%
SCHW vs AXP
+468.6%
-173.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -1.1% |
| 30D | -0.1% | -5.9% | +5.8% | +3.6% |
| 3M | +20.6% | +2.6% | +17.9% | +18.2% |
| 6M | +15.9% | +6.4% | +9.5% | +10.9% |
| YTD | +8.5% | -12.6% | +21.1% | +16.2% |
| 1Y | +17.8% | +0.2% | +17.6% | +15.4% |
| 3Y | +88.5% | +110.9% | -22.4% | +11.6% |
| 5Y | +60.6% | +114.7% | -54.1% | -8.0% |
| All | +295.2% | +468.6% | -173.4% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling