+238.6%
SCHD vs AMT
+109.6%
+129.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -0.4% | +4.4% | -4.8% | -1.7% |
| 3M | +5.7% | -5.2% | +10.9% | +7.1% |
| 6M | +11.9% | -0.8% | +12.7% | +11.5% |
| YTD | +26.4% | +3.3% | +23.2% | +24.0% |
| 1Y | +27.6% | -6.0% | +33.6% | +28.8% |
| 3Y | +54.9% | +9.6% | +45.4% | +44.5% |
| 5Y | +60.9% | -29.2% | +90.2% | +73.1% |
| All | +238.6% | +109.6% | +129.0% | +176.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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