+106.2%
AMT vs SCHG
+459.0%
-352.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.4% |
| 7D | +1.1% | -1.0% | +2.2% | +1.6% |
| 30D | +4.4% | -1.3% | +5.6% | +5.0% |
| 3M | -5.2% | +5.4% | -10.6% | -7.7% |
| 6M | -0.8% | +14.4% | -15.2% | -7.5% |
| YTD | +3.3% | +8.0% | -4.7% | -1.1% |
| 1Y | -6.0% | +12.7% | -18.7% | -12.3% |
| 3Y | +9.6% | +85.6% | -76.0% | -26.6% |
| 5Y | -29.2% | +85.5% | -114.8% | -53.7% |
| All | +106.2% | +459.0% | -352.8% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling