-99.0%
AMC vs SCHG
+454.2%
-553.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.6% |
| 7D | -7.1% | -2.7% | -4.4% | -4.4% |
| 30D | -1.7% | -2.2% | +0.5% | +0.7% |
| 3M | +13.5% | +6.2% | +7.3% | +6.6% |
| 6M | +112.6% | +13.4% | +99.2% | +89.0% |
| YTD | +51.3% | +7.1% | +44.2% | +42.4% |
| 1Y | -14.5% | +12.5% | -27.0% | -23.5% |
| 3Y | -67.1% | +86.2% | -153.3% | -82.8% |
| 5Y | -99.5% | +83.9% | -183.5% | -99.7% |
| All | -99.0% | +454.2% | -553.3% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling