+63.6%
SCHD vs AMT
-15.7%
+79.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.3% |
| 7D | +2.7% | +1.5% | +1.2% | +2.3% |
| 30D | +7.1% | +6.8% | +0.3% | +5.5% |
| 3M | +5.7% | +11.2% | -5.5% | +3.0% |
| 6M | +15.6% | +12.5% | +3.1% | +11.9% |
| YTD | +34.9% | +12.5% | +22.4% | +30.1% |
| 1Y | +37.4% | +10.1% | +27.2% | +33.1% |
| 3Y | +74.5% | +16.0% | +58.5% | +62.5% |
| All | +63.6% | -15.7% | +79.2% | +62.3% |
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