+5,405.8%
AMD vs SCHG
+1,094.5%
+4,311.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.8% | -8.0% | -7.5% |
| 7D | +18.9% | +2.7% | +16.2% | +14.5% |
| 30D | -6.4% | -5.2% | -1.3% | +4.7% |
| 3M | +10.6% | -5.2% | +15.7% | +23.9% |
| 6M | +19.9% | -0.6% | +20.5% | +26.3% |
| YTD | +149.4% | +4.7% | +144.6% | +145.7% |
| 1Y | +115.4% | +6.0% | +109.4% | +109.0% |
| 3Y | +357.3% | +78.9% | +278.4% | +106.6% |
| 5Y | +261.1% | +69.9% | +191.2% | +90.5% |
| 10Y | +7,883.0% | +433.0% | +7,450.0% | +641.3% |
| All | +5,405.8% | +1,094.5% | +4,311.2% | +44.3% |
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 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