+566.6%
SCHD vs AMT
+347.3%
+219.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +3.4% | +4.6% | -1.2% | +1.9% |
| 3M | +7.6% | -8.4% | +16.1% | +10.4% |
| 6M | +12.2% | -6.0% | +18.2% | +13.7% |
| YTD | +29.0% | +2.1% | +26.8% | +26.8% |
| 1Y | +30.3% | -6.4% | +36.7% | +31.6% |
| 3Y | +56.1% | +8.1% | +48.1% | +46.2% |
| 5Y | +60.4% | -31.9% | +92.3% | +74.7% |
| 10Y | +241.3% | +97.1% | +144.2% | +150.1% |
| All | +566.6% | +347.3% | +219.3% | +250.0% |
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