+37.9%
SCHW vs BAM
+71.9%
-33.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.2% | -0.8% |
| 7D | -1.3% | -1.6% | +0.3% | -0.7% |
| 30D | -0.4% | -6.0% | +5.6% | +1.9% |
| 3M | +21.7% | +7.3% | +14.3% | +17.7% |
| 6M | +13.0% | +8.2% | +4.7% | +8.3% |
| YTD | +8.0% | -3.8% | +11.9% | +8.4% |
| 1Y | +15.8% | -10.7% | +26.6% | +19.6% |
| 3Y | +87.7% | +55.3% | +32.4% | +46.0% |
| All | +37.9% | +71.9% | -33.9% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling