+40.2%
AMC vs SCHG
+5.5%
+34.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +5.6% |
| 7D | +17.7% | -2.5% | +20.3% | +21.8% |
| 30D | +26.2% | -5.4% | +31.6% | +36.4% |
| 3M | +31.3% | -2.2% | +33.5% | +35.5% |
| 6M | +142.8% | +5.2% | +137.6% | +127.6% |
| YTD | +125.6% | +6.8% | +118.9% | +105.5% |
| 1Y | +40.2% | +5.9% | +34.3% | +29.1% |
| All | +40.2% | +5.5% | +34.7% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling