+4,919.4%
AMAT vs SCHD
+566.1%
+4,353.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +5.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | -14.8% | +3.4% | -18.2% | -19.1% |
| 3M | -9.3% | +7.6% | -16.9% | -19.5% |
| 6M | +27.4% | +12.2% | +15.2% | +6.4% |
| YTD | +77.6% | +29.0% | +48.6% | +21.1% |
| 1Y | +188.9% | +30.3% | +158.7% | +93.7% |
| 3Y | +202.3% | +56.1% | +146.1% | +54.6% |
| 5Y | +248.9% | +60.4% | +188.5% | +78.3% |
| 10Y | +1,585.2% | +241.3% | +1,344.0% | +212.7% |
| All | +4,919.4% | +566.1% | +4,353.4% | +253.9% |
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