+60.0%
SCHD vs AMT
-32.2%
+92.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.6% | +1.5% | -4.1% | -3.0% |
| 30D | -0.3% | +3.7% | -4.0% | -1.2% |
| 3M | +6.1% | -7.2% | +13.3% | +7.7% |
| 6M | +11.7% | -4.2% | +15.9% | +12.4% |
| YTD | +26.3% | +1.9% | +24.4% | +24.9% |
| 1Y | +28.8% | -6.4% | +35.1% | +29.8% |
| 3Y | +55.0% | +7.7% | +47.3% | +46.8% |
| 5Y | +60.0% | -30.9% | +90.9% | +68.1% |
| All | +60.0% | -32.2% | +92.2% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling