+3,572.8%
AMAT vs SCHD
+578.5%
+2,994.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +5.2% |
| 7D | -14.7% | -1.7% | -13.0% | -12.6% |
| 30D | -36.1% | +7.7% | -43.8% | -42.7% |
| 3M | -36.9% | +5.2% | -42.1% | -41.9% |
| 6M | -22.2% | +12.9% | -35.1% | -36.1% |
| YTD | +29.9% | +31.4% | -1.4% | -14.4% |
| 1Y | +43.3% | +37.3% | +6.0% | -11.6% |
| 3Y | +142.7% | +68.3% | +74.4% | +10.5% |
| 5Y | +126.2% | +59.9% | +66.3% | +15.2% |
| 10Y | +1,211.7% | +260.8% | +950.9% | +123.3% |
| All | +3,572.8% | +578.5% | +2,994.3% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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