+186.3%
SCHW vs AXP
+422.7%
-236.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | -2.9% | +2.2% | +1.1% |
| 30D | -4.4% | +3.7% | -8.1% | -6.7% |
| 3M | -13.6% | -4.9% | -8.7% | -11.1% |
| 6M | +5.9% | +4.1% | +1.9% | +2.6% |
| YTD | -6.2% | -11.7% | +5.5% | -0.3% |
| 1Y | -2.2% | -11.7% | +9.5% | +3.8% |
| 3Y | +76.9% | +116.5% | -39.6% | +2.6% |
| 5Y | +21.6% | +89.5% | -67.9% | -24.8% |
| All | +186.3% | +422.7% | -236.4% | -18.7% |
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