+3,495.6%
AMAT vs SCHG
+1,107.5%
+2,388.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +3.8% |
| 7D | +7.0% | -0.9% | +7.8% | +9.3% |
| 30D | -20.6% | -5.9% | -14.7% | -12.5% |
| 3M | -24.8% | -3.4% | -21.4% | -20.3% |
| 6M | -10.7% | +1.1% | -11.8% | -10.3% |
| YTD | +54.3% | +5.9% | +48.4% | +46.6% |
| 1Y | +73.7% | +4.6% | +69.1% | +68.2% |
| 3Y | +168.4% | +80.6% | +87.8% | +29.8% |
| 5Y | +167.6% | +73.9% | +93.6% | +39.4% |
| 10Y | +1,425.2% | +438.8% | +986.4% | +103.5% |
| All | +3,495.6% | +1,107.5% | +2,388.0% | +94.0% |
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