+551.1%
SCHD vs AMP
+1,767.2%
-1,216.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.1% | -2.0% | -1.1% | -2.3% |
| 30D | -0.8% | -1.7% | +0.9% | -0.2% |
| 3M | +6.2% | +23.2% | -17.0% | -2.1% |
| 6M | +11.8% | +22.2% | -10.4% | +3.1% |
| YTD | +26.0% | +14.0% | +12.0% | +18.7% |
| 1Y | +28.1% | +14.0% | +14.1% | +20.4% |
| 3Y | +54.6% | +67.0% | -12.4% | +23.3% |
| 5Y | +60.3% | +123.2% | -62.9% | +11.9% |
| 10Y | +242.1% | +578.5% | -336.4% | +47.3% |
| All | +551.1% | +1,767.2% | -1,216.1% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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