+147.1%
AMAT vs SCHG
+69.4%
+77.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -1.6% |
| 7D | +11.4% | +2.7% | +8.6% | +7.6% |
| 30D | -17.0% | -5.2% | -11.9% | -9.4% |
| 3M | -30.6% | -5.2% | -25.5% | -24.4% |
| 6M | -14.9% | -0.6% | -14.4% | -12.6% |
| YTD | +44.7% | +4.7% | +40.0% | +39.3% |
| 1Y | +66.9% | +6.0% | +60.9% | +58.5% |
| 3Y | +153.3% | +78.9% | +74.4% | +24.5% |
| All | +147.1% | +69.4% | +77.7% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling