+8,378.1%
AMD vs SCHG
+454.2%
+7,923.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -2.7% |
| 7D | +10.4% | -2.7% | +13.1% | +15.2% |
| 30D | +6.2% | -2.2% | +8.4% | +9.7% |
| 3M | +11.3% | +6.2% | +5.2% | +1.6% |
| 6M | +147.8% | +13.4% | +134.4% | +107.1% |
| YTD | +135.2% | +7.1% | +128.0% | +116.4% |
| 1Y | +215.7% | +12.5% | +203.1% | +172.7% |
| 3Y | +374.7% | +86.2% | +288.5% | +97.2% |
| 5Y | +378.7% | +83.9% | +294.8% | +118.0% |
| All | +8,378.1% | +454.2% | +7,923.9% | +465.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling