+463.9%
AMT vs SCHG
+1,135.4%
-671.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | +1.8% | -1.5% | +3.3% | +2.7% |
| 3M | -6.2% | +4.4% | -10.6% | -8.8% |
| 6M | -5.0% | +15.7% | -20.7% | -13.1% |
| YTD | +2.1% | +8.3% | -6.3% | -3.3% |
| 1Y | -5.7% | +14.2% | -20.0% | -13.8% |
| 3Y | +7.9% | +88.3% | -80.3% | -31.8% |
| 5Y | -32.3% | +83.5% | -115.8% | -57.6% |
| 10Y | +95.0% | +444.2% | -349.2% | -47.3% |
| All | +463.9% | +1,135.4% | -671.5% | -22.1% |
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