+394.8%
AMD vs SCHG
+85.5%
+309.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +4.3% |
| 7D | +14.0% | -0.9% | +14.9% | +15.5% |
| 30D | +11.0% | -2.3% | +13.3% | +15.2% |
| 3M | +9.6% | +4.5% | +5.1% | +1.5% |
| 6M | +157.1% | +13.6% | +143.5% | +109.3% |
| YTD | +143.3% | +7.6% | +135.8% | +119.0% |
| 1Y | +234.4% | +13.0% | +221.4% | +180.8% |
| All | +394.8% | +85.5% | +309.3% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling