-66.5%
AMC vs SCHG
+85.5%
-152.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.3% |
| 7D | -6.8% | -0.9% | -5.9% | -6.1% |
| 30D | +1.7% | -2.3% | +3.9% | +3.9% |
| 3M | +26.8% | +4.5% | +22.3% | +21.3% |
| 6M | +117.7% | +13.6% | +104.1% | +95.8% |
| YTD | +57.7% | +7.6% | +50.1% | +48.5% |
| 1Y | -12.5% | +13.0% | -25.5% | -20.8% |
| All | -66.5% | +85.5% | -152.0% | -81.1% |
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 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