+86.8%
SCHW vs AZO
+10.0%
+76.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.9% | -3.6% | +1.7% | -1.4% |
| 30D | -1.6% | -5.6% | +3.9% | -0.9% |
| 3M | +21.3% | -6.6% | +27.9% | +22.1% |
| 6M | +16.5% | -22.5% | +39.0% | +20.3% |
| YTD | +8.4% | -15.2% | +23.6% | +10.1% |
| 1Y | +15.6% | -33.9% | +49.6% | +23.0% |
| 3Y | +86.8% | +11.8% | +75.0% | +75.6% |
| All | +86.8% | +10.0% | +76.8% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling