+63.1%
SCHD vs AMT
-19.6%
+82.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +0.8% | +1.6% | -0.9% | +0.4% |
| 30D | +8.4% | +4.5% | +4.0% | +7.3% |
| 3M | +5.6% | +13.8% | -8.2% | +2.3% |
| 6M | +15.1% | +10.0% | +5.1% | +12.1% |
| YTD | +33.8% | +11.8% | +22.1% | +29.3% |
| 1Y | +38.5% | +10.2% | +28.3% | +34.2% |
| 3Y | +72.7% | +15.1% | +57.6% | +61.2% |
| 5Y | +63.1% | -18.8% | +81.9% | +65.9% |
| All | +63.1% | -19.6% | +82.7% | +65.9% |
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