+60.3%
SCHD vs ARMK
+147.8%
-87.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.7% |
| 3M | +6.2% | +6.7% | -0.5% | +4.1% |
| 6M | +11.8% | +42.5% | -30.7% | +0.9% |
| YTD | +26.0% | +55.1% | -29.2% | +10.7% |
| 1Y | +28.1% | +50.3% | -22.2% | +13.4% |
| 3Y | +54.6% | +122.2% | -67.6% | +19.3% |
| 5Y | +60.3% | +155.2% | -94.9% | +16.5% |
| All | +60.3% | +147.8% | -87.5% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling