-14.5%
AMC vs SCHG
+11.9%
-26.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.5% |
| 7D | -7.1% | -2.7% | -4.4% | -3.7% |
| 30D | -1.7% | -2.2% | +0.5% | +1.3% |
| 3M | +13.5% | +6.2% | +7.3% | +3.9% |
| 6M | +112.6% | +13.4% | +99.2% | +84.2% |
| YTD | +51.3% | +7.1% | +44.2% | +38.4% |
| 1Y | -14.5% | +12.5% | -27.0% | -28.3% |
| All | -14.5% | +11.9% | -26.4% | -28.3% |
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 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