+52.0%
SCHD vs AMDL
+102.5%
-50.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -17.6% | +18.1% | +0.8% |
| 7D | +2.7% | +37.2% | -34.5% | +2.0% |
| 30D | +7.1% | -24.0% | +31.2% | +7.2% |
| 3M | +5.7% | -1.0% | +6.8% | +5.0% |
| 6M | +15.6% | -3.2% | +18.8% | +13.7% |
| YTD | +34.9% | +232.2% | -197.3% | +25.6% |
| 1Y | +37.4% | +137.7% | -100.4% | +29.4% |
| All | +52.0% | +102.5% | -50.5% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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