+488.4%
SCHD vs AMBA
+799.6%
-311.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.7% |
| 7D | +0.8% | -2.6% | +3.4% | +1.0% |
| 30D | +8.4% | -10.5% | +18.9% | +9.4% |
| 3M | +5.6% | -26.4% | +32.1% | +8.4% |
| 6M | +15.1% | -20.9% | +36.0% | +15.3% |
| YTD | +33.8% | -14.8% | +48.6% | +32.1% |
| 1Y | +38.5% | -36.1% | +74.6% | +40.6% |
| 3Y | +72.7% | +20.2% | +52.5% | +57.7% |
| 5Y | +63.1% | -67.2% | +130.3% | +63.5% |
| 10Y | +255.9% | +5.0% | +251.0% | +195.6% |
| All | +488.4% | +799.6% | -311.1% | +309.3% |
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