+339.2%
SCHD vs ARMK
+357.2%
-18.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.5% |
| 30D | +1.5% | +3.1% | -1.6% | +0.6% |
| 3M | +7.4% | +9.2% | -1.8% | +5.0% |
| 6M | +12.4% | +43.7% | -31.3% | +2.6% |
| YTD | +27.5% | +57.4% | -29.9% | +13.7% |
| 1Y | +30.0% | +51.9% | -21.9% | +16.8% |
| 3Y | +56.5% | +125.4% | -68.9% | +26.3% |
| 5Y | +60.7% | +149.1% | -88.4% | +24.9% |
| 10Y | +237.8% | +135.4% | +102.3% | +166.5% |
| All | +339.2% | +357.2% | -18.0% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling