+8,672.7%
AMD vs SCHW
+298.4%
+8,374.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.2% |
| 7D | +14.0% | -1.6% | +15.6% | +14.7% |
| 30D | +11.0% | -1.1% | +12.0% | +11.2% |
| 3M | +9.6% | +20.4% | -10.8% | +0.1% |
| 6M | +157.1% | +13.6% | +143.5% | +138.1% |
| YTD | +143.3% | +7.7% | +135.6% | +130.4% |
| 1Y | +234.4% | +15.2% | +219.2% | +206.8% |
| 3Y | +391.2% | +87.1% | +304.0% | +258.7% |
| 5Y | +390.9% | +57.5% | +333.4% | +278.4% |
| All | +8,672.7% | +298.4% | +8,374.4% | +4,603.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling