+494.8%
SCHD vs AMCR
+96.6%
+398.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.1% | -5.0% | +1.8% | -1.8% |
| 30D | -0.8% | -8.0% | +7.2% | +1.4% |
| 3M | +6.2% | +14.3% | -8.1% | +2.2% |
| 6M | +11.8% | +5.3% | +6.5% | +9.5% |
| YTD | +26.0% | +7.7% | +18.2% | +22.2% |
| 1Y | +28.1% | +10.8% | +17.3% | +23.2% |
| 3Y | +54.6% | +9.6% | +45.0% | +47.8% |
| 5Y | +60.3% | -10.2% | +70.5% | +60.8% |
| 10Y | +242.1% | +16.5% | +225.7% | +212.3% |
| All | +494.8% | +96.6% | +398.1% | +441.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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