+54.4%
SCHD vs ARMK
+120.6%
-66.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.9% |
| 30D | -0.8% | -5.9% | +5.1% | +0.4% |
| 3M | +6.2% | +6.7% | -0.5% | +4.5% |
| 6M | +11.8% | +42.5% | -30.7% | +2.6% |
| YTD | +26.0% | +55.1% | -29.2% | +12.9% |
| 1Y | +28.1% | +50.3% | -22.2% | +15.6% |
| All | +54.4% | +120.6% | -66.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling