+579.1%
SCHD vs AMT
+385.4%
+193.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | -1.7% | +0.5% | -2.2% | -1.9% |
| 30D | +7.7% | +13.6% | -5.9% | +3.2% |
| 3M | +5.2% | +11.5% | -6.3% | +1.3% |
| 6M | +12.9% | +6.9% | +5.9% | +9.7% |
| YTD | +31.4% | +10.8% | +20.5% | +25.5% |
| 1Y | +37.3% | +10.3% | +26.9% | +31.3% |
| 3Y | +68.3% | +12.4% | +55.9% | +56.0% |
| 5Y | +59.9% | -20.1% | +79.9% | +64.4% |
| 10Y | +260.8% | +116.8% | +144.0% | +156.0% |
| All | +579.1% | +385.4% | +193.6% | +246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling