+243.1%
SCHD vs AMBA
+2.6%
+240.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.4% | -9.3% | -1.9% |
| 7D | -2.6% | +2.5% | -5.1% | -3.0% |
| 30D | -0.3% | -16.1% | +15.8% | +1.6% |
| 3M | +6.1% | +4.6% | +1.4% | +3.9% |
| 6M | +11.7% | +29.2% | -17.5% | +5.4% |
| YTD | +26.3% | -2.9% | +29.2% | +22.9% |
| 1Y | +28.8% | -18.7% | +47.5% | +27.1% |
| 3Y | +55.0% | +14.9% | +40.2% | +40.1% |
| 5Y | +60.0% | -53.0% | +113.0% | +53.0% |
| 10Y | +243.1% | +8.3% | +234.8% | +153.7% |
| All | +243.1% | +2.6% | +240.5% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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