+5,113.8%
AMD vs SCHG
+1,135.4%
+3,978.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +7.2% |
| 7D | +10.0% | -0.1% | +10.1% | +9.9% |
| 30D | +4.6% | -1.5% | +6.1% | +6.8% |
| 3M | +3.1% | +4.4% | -1.3% | -3.2% |
| 6M | +162.8% | +15.7% | +147.1% | +112.7% |
| YTD | +136.2% | +8.3% | +127.8% | +113.5% |
| 1Y | +234.0% | +14.2% | +219.8% | +181.8% |
| 3Y | +376.7% | +88.3% | +288.4% | +93.3% |
| 5Y | +376.3% | +83.5% | +292.9% | +116.5% |
| 10Y | +8,017.8% | +444.2% | +7,573.6% | +608.4% |
| All | +5,113.8% | +1,135.4% | +3,978.4% | +25.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling