+295.8%
AMD vs SCHG
+72.8%
+222.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.4% |
| 7D | +44.7% | +4.6% | +40.1% | +34.5% |
| 30D | -3.3% | -6.2% | +2.9% | +11.1% |
| 3M | +21.2% | -3.5% | +24.7% | +32.7% |
| 6M | +30.6% | +0.9% | +29.6% | +34.1% |
| YTD | +173.3% | +5.6% | +167.7% | +164.4% |
| 1Y | +126.1% | +4.4% | +121.6% | +123.7% |
| 3Y | +393.5% | +80.1% | +313.4% | +108.0% |
| 5Y | +295.8% | +71.3% | +224.5% | +104.8% |
| All | +295.8% | +72.8% | +222.9% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling