+8,378.1%
AMD vs SCHW
+301.3%
+8,076.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.7% |
| 7D | +10.4% | -2.8% | +13.2% | +11.6% |
| 30D | +6.2% | -0.1% | +6.2% | +6.0% |
| 3M | +11.3% | +20.6% | -9.3% | +1.6% |
| 6M | +147.8% | +15.9% | +131.8% | +127.3% |
| YTD | +135.2% | +8.5% | +126.7% | +121.9% |
| 1Y | +215.7% | +17.8% | +197.8% | +186.6% |
| 3Y | +374.7% | +88.5% | +286.2% | +245.5% |
| 5Y | +378.7% | +60.6% | +318.1% | +265.9% |
| All | +8,378.1% | +301.3% | +8,076.8% | +4,430.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SCHW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling