-98.1%
AMC vs SCHG
+616.5%
-714.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +5.2% |
| 7D | +2.3% | -0.7% | +3.0% | +2.9% |
| 30D | -0.7% | +0.2% | -1.0% | -1.0% |
| 3M | +35.2% | +2.2% | +33.0% | +32.0% |
| 6M | +124.6% | +15.0% | +109.6% | +96.7% |
| YTD | +69.9% | +9.2% | +60.7% | +56.8% |
| 1Y | -2.6% | +15.7% | -18.3% | -15.2% |
| 3Y | -79.8% | +87.3% | -167.0% | -89.3% |
| 5Y | -99.4% | +84.5% | -183.9% | -99.7% |
| 10Y | -98.9% | +448.7% | -547.6% | -99.8% |
| All | -98.1% | +616.5% | -714.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling