+4,823.4%
AMD vs SCHG
+1,145.2%
+3,678.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +6.1% |
| 7D | +2.6% | -0.7% | +3.3% | +3.6% |
| 30D | -0.9% | +0.2% | -1.2% | -1.6% |
| 3M | -8.7% | +2.2% | -11.0% | -11.0% |
| 6M | +136.3% | +15.0% | +121.3% | +93.4% |
| YTD | +123.0% | +9.2% | +113.8% | +99.3% |
| 1Y | +195.2% | +15.7% | +179.5% | +144.1% |
| 3Y | +336.3% | +87.3% | +249.1% | +78.5% |
| 5Y | +334.5% | +84.5% | +250.0% | +95.9% |
| 10Y | +6,259.1% | +448.7% | +5,810.4% | +448.2% |
| All | +4,823.4% | +1,145.2% | +3,678.2% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling