+14.0%
SCHD vs AMDL
+358.3%
-344.3%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.2% | -10.0% | -0.7% |
| 7D | -0.3% | +4.5% | -4.8% | -0.2% |
| 30D | +3.4% | -4.4% | +7.8% | +3.4% |
| 3M | +7.6% | -30.5% | +38.1% | +7.5% |
| All | +14.0% | +358.3% | -344.3% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling