+551.1%
SCHD vs AMGN
+891.4%
-340.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.5% |
| 7D | -3.1% | -13.9% | +10.8% | +1.7% |
| 30D | -0.8% | -7.1% | +6.3% | +1.4% |
| 3M | +6.2% | +13.9% | -7.7% | +1.1% |
| 6M | +11.8% | +3.2% | +8.6% | +9.9% |
| YTD | +26.0% | +19.2% | +6.7% | +17.4% |
| 1Y | +28.1% | +41.1% | -13.0% | +12.2% |
| 3Y | +54.6% | +61.3% | -6.7% | +26.8% |
| 5Y | +60.3% | +109.1% | -48.7% | +18.7% |
| 10Y | +242.1% | +209.4% | +32.7% | +119.2% |
| All | +551.1% | +891.4% | -340.3% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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