+38.5%
SCHW vs BAM
+66.1%
-27.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | -2.8% | -6.1% | +3.3% | -0.3% |
| 30D | -0.1% | -13.8% | +13.8% | +5.9% |
| 3M | +20.6% | +4.4% | +16.2% | +17.9% |
| 6M | +15.9% | +6.4% | +9.5% | +11.9% |
| YTD | +8.5% | -7.1% | +15.5% | +10.3% |
| 1Y | +17.8% | -11.8% | +29.7% | +22.1% |
| 3Y | +88.5% | +50.2% | +38.4% | +48.6% |
| All | +38.5% | +66.1% | -27.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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