+44,717.2%
SCHW vs AXP
+6,623.2%
+38,093.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +4.2% | -0.6% | +4.8% | +4.7% |
| 30D | -3.8% | +5.0% | -8.8% | -7.0% |
| 3M | -13.6% | -4.2% | -9.4% | -11.3% |
| 6M | +5.3% | +2.9% | +2.3% | +2.4% |
| YTD | -6.0% | -11.6% | +5.6% | +0.3% |
| 1Y | -1.4% | -11.1% | +9.7% | +4.6% |
| 3Y | +77.4% | +116.7% | -39.3% | -0.2% |
| 5Y | +22.9% | +89.6% | -66.7% | -26.4% |
| 10Y | +199.3% | +428.4% | -229.1% | -16.5% |
| All | +44,717.2% | +6,623.2% | +38,093.9% | +2,996.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling