-58.9%
AMC vs SCHG
+79.3%
-138.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.9% |
| 7D | +3.5% | +2.7% | +0.8% | +0.9% |
| 30D | +12.5% | -5.2% | +17.6% | +18.7% |
| 3M | +23.6% | -5.2% | +28.7% | +30.7% |
| 6M | +144.4% | -0.6% | +144.9% | +148.5% |
| YTD | +108.3% | +4.7% | +103.6% | +103.0% |
| 1Y | +38.9% | +6.0% | +32.9% | +34.2% |
| 3Y | -58.9% | +78.9% | -137.8% | -71.4% |
| All | -58.9% | +79.3% | -138.2% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling