+467.0%
SCHD vs AMBA
+837.3%
-370.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.3% | -11.0% | +10.7% | +0.8% |
| 30D | +3.4% | -23.2% | +26.6% | +6.1% |
| 3M | +7.6% | -12.7% | +20.3% | +7.6% |
| 6M | +12.2% | +11.2% | +0.9% | +8.5% |
| YTD | +29.0% | -11.2% | +40.2% | +27.3% |
| 1Y | +30.3% | -22.5% | +52.8% | +29.5% |
| 3Y | +56.1% | -1.3% | +57.5% | +46.2% |
| 5Y | +60.4% | -54.2% | +114.6% | +55.3% |
| 10Y | +241.3% | -6.1% | +247.4% | +185.8% |
| All | +467.0% | +837.3% | -370.3% | +294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling