+4,038.2%
AMAT vs SCHG
+1,145.2%
+2,893.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.5% |
| 7D | -1.5% | -0.7% | -0.8% | -0.6% |
| 30D | -14.8% | +0.2% | -15.0% | -15.2% |
| 3M | -9.3% | +2.2% | -11.5% | -11.5% |
| 6M | +27.4% | +15.0% | +12.4% | +6.4% |
| YTD | +77.6% | +9.2% | +68.4% | +59.6% |
| 1Y | +188.9% | +15.7% | +173.2% | +141.9% |
| 3Y | +202.3% | +87.3% | +115.0% | +37.3% |
| 5Y | +248.9% | +84.5% | +164.4% | +66.1% |
| 10Y | +1,585.2% | +448.7% | +1,136.5% | +116.1% |
| All | +4,038.2% | +1,145.2% | +2,893.1% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling