+228.1%
AMAT vs SCHG
+88.4%
+139.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +5.1% |
| 7D | +7.0% | -0.1% | +7.1% | +6.9% |
| 30D | -12.2% | -1.5% | -10.7% | -10.6% |
| 3M | -3.8% | +4.4% | -8.2% | -9.7% |
| 6M | +45.9% | +15.7% | +30.2% | +18.6% |
| YTD | +84.6% | +8.3% | +76.3% | +65.8% |
| 1Y | +193.4% | +14.2% | +179.1% | +145.9% |
| 3Y | +228.1% | +88.3% | +139.8% | +45.2% |
| All | +228.1% | +88.4% | +139.7% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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