-99.5%
AMC vs SCHG
+84.3%
-183.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | +3.1% |
| 7D | -7.2% | -1.0% | -6.1% | -5.8% |
| 30D | -2.8% | -1.3% | -1.5% | -1.0% |
| 3M | +7.9% | +5.4% | +2.5% | +0.1% |
| 6M | +119.6% | +14.4% | +105.2% | +85.3% |
| YTD | +57.7% | +8.0% | +49.7% | +43.5% |
| 1Y | -12.1% | +12.7% | -24.9% | -24.7% |
| 3Y | -66.5% | +85.6% | -152.1% | -87.1% |
| All | -99.5% | +84.3% | -183.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling