+595.5%
SCHD vs AMT
+389.2%
+206.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.5% | -2.4% | +1.8% | +0.2% |
| 30D | +8.3% | +4.2% | +4.1% | +6.8% |
| 3M | +5.9% | +13.4% | -7.5% | +1.5% |
| 6M | +15.3% | +9.4% | +5.9% | +11.2% |
| YTD | +34.5% | +11.7% | +22.9% | +28.3% |
| 1Y | +37.2% | +7.1% | +30.0% | +32.5% |
| 3Y | +73.6% | +15.1% | +58.5% | +59.6% |
| 5Y | +63.7% | -17.9% | +81.5% | +66.7% |
| 10Y | +258.1% | +133.5% | +124.6% | +147.9% |
| All | +595.5% | +389.2% | +206.3% | +254.0% |
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