+195.2%
AMD vs SCHG
+16.6%
+178.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +6.6% |
| 7D | +2.6% | -0.7% | +3.3% | +4.0% |
| 30D | -0.9% | +0.2% | -1.2% | -2.0% |
| 3M | -8.7% | +2.2% | -11.0% | -12.7% |
| 6M | +136.3% | +15.0% | +121.3% | +79.8% |
| YTD | +123.0% | +9.2% | +113.8% | +91.3% |
| 1Y | +195.2% | +15.7% | +179.5% | +141.9% |
| All | +195.2% | +16.6% | +178.5% | +141.9% |
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